OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979)

From MaRDI portal
Revision as of 19:39, 24 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 5056726
Language Label Description Also known as
English
OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS
scientific article; zbMATH DE number 5056726

    Statements

    title
    OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (English)
    0 references
    author
    Aytaç İlhan
    0 references
    Ronnie Sircar
    0 references
    publication date
    25 September 2006
    0 references
    zbMATH Keywords
    hedging
    0 references
    derivative securities
    0 references
    stochastic control
    0 references
    indifference pricing
    0 references
    stochastic volatility
    0 references
    cites work
    Q2722587
    0 references
    Q4086303
    0 references
    Q4032143
    0 references
    Q3910361
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B28
    0 references
    60H10
    0 references
    60H30
    0 references
    93E20
    0 references
    zbMATH DE Number
    5056726
    0 references
    OpenAlex ID
    W2052920925
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5488979&oldid=34889639"
    Powered by MediaWiki