Work

A moment computation algorithm for the error in discrete dynamic hedging

Year: 2005

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2005.04.015

Authors: James A. Primbs, Yuji Yamada

Institutions: Stanford University, University of Tsukuba

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1999817396

FWCI: 2.281

Cites: 22

Cited by: 17

Related to: 10