NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL LÉVY MODELS
ARAI, TAKUJI, IMAI, YUTO, SUZUKI, RYOICHILanguage:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024916500084
Date:
March, 2016
File:
PDF, 384 KB
english, 2016