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"Comparison of local risk minimization and delta hedging strategy for ..."

Yuto Imai, Takuji Arai (2015)

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DOI: 10.14495/JSIAML.7.77

access: open

type: Journal Article

metadata version: 2021-02-17

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  - https://dblp.org/rec/journals/jsiaml/ImaiA15
Yuto Imai, Takuji Arai:
Comparison of local risk minimization and delta hedging strategy for exponential Lévy models. JSIAM Lett. 7: 77-80 (2015)

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