Discrete time hedging errors for options with irregular payoffs.

Emmanuel Gobet Emmanuel Temam

Published in: Finance Stochastics (2001)

Keyphrases

payoff functions
option pricing
markov chain
financial markets
error analysis
game theory
information systems
neural network
decision support system
cooperative
non stationary
database
prediction error
case study
error detection
semi markov decision processes
errors occur
real time