A numerical scheme based on semi-static hedging strategy (Q487521): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2159648939 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1206.2934 / rank | |||
Normal rank | |||
Latest revision as of 15:18, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical scheme based on semi-static hedging strategy |
scientific article |
Statements
A numerical scheme based on semi-static hedging strategy (English)
0 references
22 January 2015
0 references
barrier options
0 references
put-call symmetry
0 references
static hedging
0 references
stochastic volatility models
0 references
