Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Auto-static for the people: risk-minimizing hedges of barrier options |
scientific article; zbMATH DE number 5633540
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Auto-static for the people: risk-minimizing hedges of barrier options |
scientific article; zbMATH DE number 5633540 |
Statements
Auto-static for the people: risk-minimizing hedges of barrier options (English)
0 references
16 November 2009
0 references
risk-minimization
0 references
static hedge
0 references
barrier option
0 references
Bates model
0 references
NIG model
0 references
model risk
0 references
0.9058777
0 references
0.88561314
0 references
0.8853582
0 references
0.88420576
0 references
0.8660466
0 references
0 references
0.8647277
0 references
0.8578886
0 references
