Bismut-Elworthy-Li formula for subordinated Brownian motion applied to hedging financial derivatives

  • M. Kateregga, S. Mataramvura, D. Taylor
  • Cogent Economics & Finance, September 2017, Taylor & Francis
  • DOI: 10.1080/23322039.2017.1384125

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http://dx.doi.org/10.1080/23322039.2017.1384125