Work

Hedging with Options in Models with Jumps

Year: 2007

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-70847-6_8

Authors: Rama Cont, Peter Tankov, Ekaterina Voltchkova

Institutions: École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique, Columbia University, Institut national de recherche en sciences et technologies du numérique, Laboratoire de Probabilités et Modèles Aléatoires, Université de Toulouse

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2108920735

FWCI: 23

Cites: 26

Cited by: 95

Related to: 10