Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion |
scientific article |
Statements
Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (English)
0 references
8 April 2013
0 references
semi-static hedging
0 references
barrier option
0 references
put-call symmetry
0 references
reflection group
0 references
