EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS (Q2816961): Difference between revisions
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| Property / author: Adam W. Kolkiewicz / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Q3815091 / rank | |||
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| Property / cites work: Q4433608 / rank | |||
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| Property / cites work: On Suboptimality of Delta Hedging for Asian Options / rank | |||
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| Property / cites work: Semi-Static Hedging for GMWB in Variable Annuities / rank | |||
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| Property / full work available at URL: https://doi.org/10.1142/s0219024916500321 / rank | |||
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| Property / OpenAlex ID: W2380189701 / rank | |||
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Latest revision as of 10:07, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS |
scientific article |
Statements
EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS (English)
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26 August 2016
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hedging
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shortfall risk
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path-dependent options
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