On the performance of delta hedging strategies in exponential Lvy models
| Year of publication: |
2013
|
|---|---|
| Authors: | DENKL, STEPHAN ; GOY, MARTINA ; KALLSEN, JAN ; MUHLE-KARBE, JOHANNES ; PAUWELS, ARND |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 8 (1.8.), p. 1173-1184
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