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Approximated distribution of discrete time delta-hedging error by recursive relation = 점화식을 통한 이산적 시간 델타 헤징 오차의 분포 추정link Park, Minseok; 박민석; et al, 한국과학기술원, 2015 |
Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation Park, Minseok; Lee, Kyungsub; Choe, Geon Ho, EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, v.6, no.3, pp.314 - 336, 2016-08 |
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