Robustness of Delta Hedging in a Jump-Diffusion Model.

Frank Bosserhoff Mitja Stadje

Published in: SIAM J. Financial Math. (2023)

Keyphrases

diffusion model
anisotropic diffusion
diffusion models
diffusion process
information diffusion
laplace transform
diffusion tensor
influence maximization
markov chain
financial markets
social networks
image analysis
text mining
transaction costs