On the performance of delta hedging strategies in exponential Lévy models

Author: DENKL STEPHAN  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.13, Iss.8, 2013-08, pp. : 1173-1184

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract