EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS (Q2816961): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024916500321 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2380189701 / rank | |||
Normal rank | |||
Latest revision as of 10:07, 30 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
