A numerical scheme based on semi-static hedging strategy (Q487521): Difference between revisions
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Revision as of 02:36, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical scheme based on semi-static hedging strategy |
scientific article |
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A numerical scheme based on semi-static hedging strategy (English)
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22 January 2015
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barrier options
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put-call symmetry
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static hedging
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stochastic volatility models
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