Robust static hedging of barrier options in stochastic volatility models (Q1044210)
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scientific article; zbMATH DE number 5645692
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| English | Robust static hedging of barrier options in stochastic volatility models |
scientific article; zbMATH DE number 5645692 |
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Robust static hedging of barrier options in stochastic volatility models (English)
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11 December 2009
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robust optimization
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static hedging
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barrier options
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stochastic volatility
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0.9336182475090028
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0.91742205619812
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0.8910308480262756
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0.8555214405059814
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0.8484407663345337
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