Static hedging of multivariate derivatives by simulation (Q1780760)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 2175659
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Static hedging of multivariate derivatives by simulation |
scientific article; zbMATH DE number 2175659 |
Statements
Static hedging of multivariate derivatives by simulation (English)
0 references
13 June 2005
0 references
Option hedging
0 references
Risk management
0 references
Monte Carlo simulation
0 references
Control variates
0 references
0 references
0 references
0.8228828310966492
0 references
0.8065794706344604
0 references
0.7985444068908691
0 references
0.7891189455986023
0 references
