Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate

✍ Scribed by JiFeng He; Lan Wu

• Book ID: 107348445
• Publisher: SP Science China Press
• Year: 2011
• Tongue: English
• Weight: 523 KB
• Volume: 54
• Category: Article
• ISSN: 1674-7283
• DOI: 10.1007/s11425-011-4214-9