Open AccessThe Algebraic Analysis and Simulation of Discrete Hedging with Volatility Skew
Author(s) -
정도섭,
Sangwhi Lee
Publication year - 2012
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2012.11.2.001
Subject(s) - skew , volatility (finance) , econometrics , algebraic number , mathematics , economics , financial economics , computer science , mathematical analysis , telecommunications