Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042)
From MaRDI portal
!
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 1941978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs |
scientific article; zbMATH DE number 1941978 |
Statements
Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (English)
0 references
2003
0 references
Malliavin calculus
0 references
Monte Carlo methods
0 references
0.8471851348876953
0 references
0.7794426679611206
0 references
0.7671379446983337
0 references
0.7640150189399719
0 references
