Open AccessAn Approximation for Exponential Hedging
Author(s) -
Jun Sekine
Publication year - 2019
Publication title -
advanced studies in pure mathematics
Language(s) - English
Resource type - Conference proceedings
eISSN - 2433-8915
pISSN - 0920-1971
DOI - 10.2969/aspm/04110279
Subject(s) - exponential function , mathematics , quadratic equation , term (time) , mathematical optimization , stochastic differential equation , mathematical finance , exponential growth , asymptotic analysis , mathematical economics , asymptotic expansion , differential equation , computer science , mathematical analysis , economics , finance , physics , geometry , quantum mechanics
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