EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS (Q2816961): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3815091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4433608 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Suboptimality of Delta Hedging for Asian Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Static Hedging for GMWB in Variable Annuities / rank
 
Normal rank

Revision as of 11:11, 12 July 2024

scientific article
Language Label Description Also known as
English
EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS
scientific article

    Statements

    EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS (English)
    0 references
    26 August 2016
    0 references
    hedging
    0 references
    shortfall risk
    0 references
    path-dependent options
    0 references
    0 references

    Identifiers