A model-free approach to delta hedging

[21] Mboup M., Join C., Fliess M., Numerical differentiation with annihila-
tors in noisy environment, Numer. Algor., 50, 439-467, 2009.

[22] Merton R., Continuous-Time Finance (rev. ed.), Blackwell, 1992.

[23] Pham H., Continuous-time Stochastic Control and Optimization with Fi-
nancial Applications, Springer, 2009.

[24] Taleb N., Dynamic Hedging: Managing Vanilla and Exotic Options, Wi-
ley, 1997.

[25] Taleb N.N., The Black Swan, Random House, 2007.

[26] Walter C., de Pracontai M., Virus B - Crise financière et
mathématique, Seuil, 2009.

[27] Wilmott P., Derivatives: The Theory and Practice of Financial Engin-
neering, Wiley, 1998.

<<   6   7   8   9  

More intriguing information