Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Properties of optimal smooth functions in additive models for hedging multivariate derivatives
scientific article

    Statements

    Properties of optimal smooth functions in additive models for hedging multivariate derivatives (English)
    0 references
    0 references
    17 July 2012
    0 references
    additive models
    0 references
    minimum variance hedging
    0 references
    basket options
    0 references
    multivariate derivatives
    0 references
    smooth functions
    0 references

    Identifiers