Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9965.t01-1-00006 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121807603 / rank | |||
Normal rank | |||
Revision as of 02:13, 20 March 2024
scientific article; zbMATH DE number 1941974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach |
scientific article; zbMATH DE number 1941974 |
Statements
Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (English)
0 references
2003
0 references
contingent claims
0 references
