Hedging European and barrier options using stochastic optimization (Q4610264)
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scientific article; zbMATH DE number 7002155
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging European and barrier options using stochastic optimization |
scientific article; zbMATH DE number 7002155 |
Statements
15 January 2019
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European options
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barrier options
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hedging
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stochastic optimization
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Hedging European and Barrier options using stochastic optimization (English)
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0.7886802554130554
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0.7837194800376892
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0.7764190435409546
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0.7733501195907593
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0.7707988619804382
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