-
RecordNumber
25
-
Author
Rama Cont, Peter Tankov , Ekaterina Voltchkova
-
Title of Article
Hedging with Options in Models with Jumps
-
Title Of Journal
Stochastic Analysis and Applications, Abel Symposia
-
PublishInfo
Springer
-
Publication Year
2007
-
Volum
2
-
Page
197-217
-
Keywords
quadratic hedging , option pricing , barrier option , integro-differential equations , Markov processes with jumps , L´evy process
-
Notes
براي دانلود و مشاهده مقاله به قسمت لينكهاي مرتبط مراجعه نماييد
-
URL
http://www.springerlink.com/index/P614G14113T75375.pdf,/DL/Data Entry/DataEntryForm/EnterDocInfo.aspx,/DL/Data Entry/NewEdit/Documents/Math_English_Electronic_Articles_EditDoc_925.aspx
-
Link To Document :
