Hedging options under transaction costs and stochastic volatility (Q951343): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging options under transaction costs and stochastic volatility |
scientific article |
Statements
Hedging options under transaction costs and stochastic volatility (English)
0 references
24 October 2008
0 references
option hedging
0 references
stochastic volatility
0 references
stochastic programming
0 references
computational finance
0 references
high-performance computing
0 references
