Quadratic hedging for the Bates model
Year of publication: |
2007
|
---|---|
Authors: | Hubalek, Friedrich ; Sgarra, Carlo |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 5, p. 873-885
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Martingal | Martingale | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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