Computation of the effects of uncertainty in volatility on option pricing and hedging (Q4903549): Difference between revisions

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Latest revision as of 02:31, 6 July 2024

scientific article; zbMATH DE number 6127886
Language Label Description Also known as
English
Computation of the effects of uncertainty in volatility on option pricing and hedging
scientific article; zbMATH DE number 6127886

    Statements

    Computation of the effects of uncertainty in volatility on option pricing and hedging (English)
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    22 January 2013
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    option pricing
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    uncertainty
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    polynomial chaos
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    hedging
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    Monte Carlo
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