Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440): Difference between revisions
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Revision as of 23:56, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion |
scientific article |
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Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (English)
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8 April 2013
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semi-static hedging
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barrier option
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put-call symmetry
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reflection group
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