Lattice-based hedging schemes under GARCH models (Q5014202)

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scientific article; zbMATH DE number 7436795
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Lattice-based hedging schemes under GARCH models
scientific article; zbMATH DE number 7436795

    Statements

    title
    Lattice-based hedging schemes under GARCH models (English)
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    author
    Maciej Augustyniak
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    Alexandru M. Badescu
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    Zhiyu Guo
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    publication date
    1 December 2021
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    Identifiers

    zbMATH DE Number
    7436795
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