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
22
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