Errors from discrete hedging in exponential Lévy models: the L2 approach Mats Brodén joint work with Peter Tankov (École Polytechnique) Centre for Mathematical Sciences Lund University - Exponential - Document - PDFSEARCH.IO

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	Errors from discrete hedging in exponential Lévy models: the L2 approach Mats Brodén joint work with Peter Tankov (École Polytechnique) Centre for Mathematical Sciences Lund University Add to Reading List Document Date: 2010-06-18 18:45:06 Open Document File Size: 191,12 KB Share Result on Facebook City Toronto / / / Facility Lund University / / Organization Lund University / / Person Peter Tankov / / Position General / / ProgrammingLanguage E / / SocialTag Complex analysis

Errors from discrete hedging in exponential Lévy models: the L2 approach Mats Brodén joint work with Peter Tankov (École Polytechnique) Centre for Mathematical Sciences Lund UniversityAdd to Reading List