Delta hedging in discrete time under stochastic interest...

Journal of Computational and Applied Mathematics 2014 / 3 Vol. 259

Delta hedging in discrete time under stochastic interest rate

Angelini, Flavio, Herzel, Stefano
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Volume:
259
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2013.06.022
Date:
March, 2014
File:
PDF, 530 KB
english, 2014
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