OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979): Difference between revisions
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scientific article; zbMATH DE number 5056726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS |
scientific article; zbMATH DE number 5056726 |
Statements
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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