Hedging under gamma constraints by optimal stopping and face-lifting
H. Mete Soner; Nizar Touzi
| Year of publication: |
2007
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|---|---|
| Authors: | Soner, Halil Mete ; Touzi, Nizar |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 17.2007, 1, p. 59-79
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Hedging | Suchtheorie | Search theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003543104