Local parametric analysis of hedging in discrete time
type: Item
instance of: scholarly article
title: Local parametric analysis of hedging in discrete time
zbMATH Open document ID: 0944.62095
DOI: 10.1016/S0304-4076(97)00046-8
author: Peter Bossaerts
author: Pierre Hillion
published in: Journal of Econometrics
publication date: 2000-09-26T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1083055
zbMATH Keywords: derivatives analysis
zbMATH Keywords: local velocity
zbMATH Keywords: local parametric estimation
zbMATH Keywords: Black-Scholes model
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1083055