A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options (Q4795993): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1111/1467-9965.02007 / rank | |||
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Property / cites work: The Malliavin Calculus and Related Topics / rank | |||
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Latest revision as of 13:12, 5 June 2024
scientific article; zbMATH DE number 1874572
Language | Label | Description | Also known as |
---|---|---|---|
English | A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options |
scientific article; zbMATH DE number 1874572 |
Statements
A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options (English)
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1 February 2004
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contingent claims
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hedging
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barrier options
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Malliavin calculus
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