Discrete bismut formula : conditional integration by parts and a representation for delta hedging process
Year of publication: |
2023
|
---|---|
Authors: | Akiyama, Naho ; Yamada, Toshihiro |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 9.2023, 1, p. 1-9
|
Subject: | Random walk | delta hedging | discrete Bismut formula | conditional integration by parts | Hedging | Theorie | Theory |
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