Numercial analysis on quadratic hedging strategies for normal inverse Gaussian models
Year of publication: |
2018
|
---|---|
Authors: | Arai, Takuji ; Imai, Yuto ; Nakashima, Ryo |
Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 22.2018, p. 1-24
|
Subject: | Hedging | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
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