Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951)
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scientific article; zbMATH DE number 6057695
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| English | Properties of optimal smooth functions in additive models for hedging multivariate derivatives |
scientific article; zbMATH DE number 6057695 |
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Properties of optimal smooth functions in additive models for hedging multivariate derivatives (English)
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17 July 2012
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additive models
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minimum variance hedging
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basket options
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multivariate derivatives
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smooth functions
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0.7518875002861023
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0.7467961311340332
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0.7361124157905579
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0.7337908744812012
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0.7324286699295044
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