Portfolio sensitivity to changes in the maximum and the maximum drawdown (Q3577150)
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scientific article; zbMATH DE number 5763882
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| English | Portfolio sensitivity to changes in the maximum and the maximum drawdown |
scientific article; zbMATH DE number 5763882 |
Statements
Portfolio sensitivity to changes in the maximum and the maximum drawdown (English)
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5 August 2010
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Asian options
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derivatives pricing
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derivatives hedging
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derivatives securities
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0.7716611623764038
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0.7706472277641296
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0.7595024108886719
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