Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576): Difference between revisions
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Revision as of 03:31, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Auto-static for the people: risk-minimizing hedges of barrier options |
scientific article |
Statements
Auto-static for the people: risk-minimizing hedges of barrier options (English)
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16 November 2009
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risk-minimization
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static hedge
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barrier option
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Bates model
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NIG model
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model risk
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