Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624)
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scientific article; zbMATH DE number 6019608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate |
scientific article; zbMATH DE number 6019608 |
Statements
Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (English)
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29 March 2012
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discrete time hedging
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delta hedging
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stochastic interest rate
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