Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779)
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: Hedged Monte-Carlo: low variance derivative pricing with objective probabilities |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedged Monte-Carlo: low variance derivative pricing with objective probabilities |
scientific article |
Statements
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (English)
0 references
9 January 2001
0 references
price financial derivatives
0 references
financial risk reduction
0 references
historical time series
0 references
0 references
0.8019053936004639
0 references
0.775591254234314
0 references
0.7695578336715698
0 references
