Robustness of hedging strategies for European options

被引：0

作者：

Gallus, C ^{[1
]}

机构：

[1] UNIV ERLANGEN NURNBERG,INST MATH,D-91054 ERLANGEN,GERMANY

来源：

STOCHASTIC PROCESSES AND RELATED TOPICS | 1996年 / 10卷

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：23 / 31

页数：9

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