Robust static hedging of barrier options in stochastic volatility models (Q1044210): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Jan H. Maruhn / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Ekkehard W. Sachs / rank | |||
Normal rank |
Revision as of 19:38, 14 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust static hedging of barrier options in stochastic volatility models |
scientific article |
Statements
Robust static hedging of barrier options in stochastic volatility models (English)
0 references
11 December 2009
0 references
robust optimization
0 references
static hedging
0 references
barrier options
0 references
stochastic volatility
0 references