Static Hedging of Barrier Options with a Smile: An Inverse Problem (Q4421087)
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scientific article; zbMATH DE number 1967370
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| English | Static Hedging of Barrier Options with a Smile: An Inverse Problem |
scientific article; zbMATH DE number 1967370 |
Statements
Static Hedging of Barrier Options with a Smile: An Inverse Problem (English)
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19 August 2003
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inverse problems
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Carleman estimates
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barrier option hedging
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replication
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0.9066139
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0.90437937
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0.9036256
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0.89601874
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0.8953046
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0.88865197
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0.8865018
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