Partial hedging using Malliavin calculus
Lan Ma Nygren; Peter Lakner
| Year of publication: |
2012
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|---|---|
| Authors: | Nygren, Lan Ma ; Lakner, Peter |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 2.2012, 3, p. 203-213
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010097963