Delta Hedging in Financial Engineering: Towards a Model-Free Approach
Year of publication: |
2010-06-23
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Authors: | Fliess, Michel ; Join, Cédric |
Institutions: | HAL |
Subject: | Financial engineering | delta hedging | dynamic hedging | trends | quick fluctuations | abrupt changes | jumps | tracking control | model-free control |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/inria-00479824/en/ Published - Presented, 18th Mediterranean Conference on Control and Automation, MED'10, 2010, Marrakech, Morocco |
Source: |
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