OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979): Difference between revisions

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Revision as of 21:39, 5 March 2024

scientific article; zbMATH DE number 5056726
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English
OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS
scientific article; zbMATH DE number 5056726

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    OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (English)
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    25 September 2006
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    hedging
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    derivative securities
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    stochastic control
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    indifference pricing
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    stochastic volatility
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