Work

Measuring the error of dynamic hedging: a Laplace transform approach

Year: 2009

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2009.194

Authors: Flavio Angelini, Stefano Herzel

Institution: University of Perugia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1481074465

FWCI: 3.02

Cites: 22

Cited by: 18

Related to: 10