Quantile hedging for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov

Year of publication:	2000
Authors:	Krutchenko, R. N. ; Melnikov, A. V.
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Hedging \| Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Kapitalmarkttheorie \| Financial economics \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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