A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options (Q4795993)
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scientific article; zbMATH DE number 1874572
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| English | A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options |
scientific article; zbMATH DE number 1874572 |
Statements
A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options (English)
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1 February 2004
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contingent claims
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hedging
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barrier options
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Malliavin calculus
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0.8562687039375305
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0.854165256023407
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0.7925012111663818
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0.7917201519012451
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