مرکز منطقه ای اطلاع رساني علوم و فناوري - A moment computation algorithm for the error in discrete dynamic hedging

Title of article :

A moment computation algorithm for the error in discrete dynamic hedging

Author/Authors :

James A. Primbs، نويسنده , , Yuji Yamada، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

519

To page :

540

Keywords :

Moments , Dynamic hedging , Lattice , Incomplete markets , derivatives

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193833

Link To Document :