Work

A method for Hedging in continuous time

Year: 2009

Type: preprint

Abstract: We present a method for hedging in continuous time.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.0904.3356

Author: Freund, Yoav

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1671762336

Cites: 3

Cited by: 3

Related to: 10