A note on the hedging of options by Malliavin calculus in a jump-diffusion market
type: Item
instance of: scholarly article
title: A note on the hedging of options by Malliavin calculus in a jump-diffusion market
zbMATH Open document ID: 1409.91233
published in: Bulletin of the Iranian Mathematical Society
publication date: 2019-03-22T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7040764
zbMATH Keywords: hedging of option
zbMATH Keywords: locally risk minimizing approach
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Clark-Ocone formula
zbMATH Keywords: jump-diffusion model
author: Rahman Farnoosh
author: Minoo Bakhshmohammadlou
MaRDI profile type: Publication
full work available at URL: s41980-018-0120-z
OpenAlex ID: W2784815222
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DOI: 10.1007/S41980-018-0120-Z
description: scientific article; zbMATH DE number 7040764