Pathwise no-arbitrage in a class of delta hedging strategies

DOI:	https://doi.org/10.1186/s41546-016-0003-2
URL:	http://www.readcube.com/articles/10.1186/s41546-01...
Additional URL:	https://arxiv.org/abs/1511.00026
Document Type:	Article
Year of publication:	2016
The title of a journal, publication series:	Probability, uncertainty, and quantitative risk
Volume:	1
Issue number:	3
Page range:	1-24
Place of publication:	Singapore
Publishing house:	Springer Singapore
ISSN:	2367-0126
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics
Additional information:	Online-Ressource

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Schied, Alexander ; Voloshchenko, Iryna

Google Scholar: Schied, Alexander ; Voloshchenko, Iryna

Hits per month over past year

You have found an error? Please let us know about your desired correction here: E-Mail

Show item