Numercial analysis on quadratic hedging strategies for normal inverse Gaussian models
Takuji Arai, Yuto Imai, and Ryo Nakashima
| Year of publication: |
2018
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|---|---|
| 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
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| Subject: | Hedging | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/978-981-13-0605-1_1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011895065