Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038): 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 15:43, 5 March 2024
scientific article; zbMATH DE number 1941974
Language | Label | Description | Also known as |
---|---|---|---|
English | Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach |
scientific article; zbMATH DE number 1941974 |
Statements
Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (English)
0 references
2003
0 references
contingent claims
0 references