"Delta hedging in discrete time under stochastic interest rate."

Flavio Angelini, Stefano Herzel (2014)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2013.06.022

access: open

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcam/AngeliniH14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/AngeliniH14
Flavio Angelini, Stefano Herzel:
Delta hedging in discrete time under stochastic interest rate. J. Comput. Appl. Math. 259: 385-393 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.