A numerical scheme based on semi-static hedging strategy (Q487521): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6389436
@@ Property / zbMATH DE Number: 6389436 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+barrier options
@@ Property / zbMATH Keywords: barrier options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+put-call symmetry
@@ Property / zbMATH Keywords: put-call symmetry / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+static hedging
@@ Property / zbMATH Keywords: static hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility models
@@ Property / zbMATH Keywords: stochastic volatility models / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID: W2159648939 / rank @@
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@@ Property / arXiv ID @@
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@@ Property / arXiv ID: 1206.2934 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:487521