Static hedging of multivariate derivatives by simulation (Q1780760): Difference between revisions
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Latest revision as of 10:55, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static hedging of multivariate derivatives by simulation |
scientific article |
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Static hedging of multivariate derivatives by simulation (English)
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13 June 2005
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Option hedging
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Risk management
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Monte Carlo simulation
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Control variates
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