A numerical scheme based on semi-static hedging strategy (Q487521): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:01, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical scheme based on semi-static hedging strategy |
scientific article |
Statements
A numerical scheme based on semi-static hedging strategy (English)
0 references
22 January 2015
0 references
barrier options
0 references
put-call symmetry
0 references
static hedging
0 references
stochastic volatility models
0 references
