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 , mathematical finance , stochastic differential equation , mathematical optimization , term (time) , exponential growth , asymptotic expansion , asymptotic analysis , exponential stability , differential equation , mathematical economics , computer science , mathematical analysis , finance , economics , nonlinear system , physics , geometry , quantum mechanics