Daniel Bonetti

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility
International Journal of Stochastic Analysis
2016-04-25Paper
A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility
(available as arXiv preprint)
2013-08-07Paper


Research outcomes over time


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