Citations (0)
Keep up to date with the latest research on this topic with citation updates for this article.
Cogent Economics & Finance
Volume 5, 2017 - Issue 1
Research Article
Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives
M. KatereggaDepartment of Actuarial Science, University of Cape Town, Rondebosch, Cape Town7700, South AfricaCorrespondence[email protected]
https://orcid.org/0000-0003-1992-1929View further author information
https://orcid.org/0000-0003-1992-1929View further author information, S. MataramvuraDepartment of Actuarial Science, University of Cape Town, Rondebosch, Cape Town7700, South Africahttps://orcid.org/0000-0002-8073-2070View further author information
https://orcid.org/0000-0002-8073-2070View further author information & |
(Reviewing Editor)