A numerical scheme based on semi-static hedging strategy (Q487521)
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scientific article; zbMATH DE number 6389436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A numerical scheme based on semi-static hedging strategy |
scientific article; zbMATH DE number 6389436 |
Statements
A numerical scheme based on semi-static hedging strategy (English)
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22 January 2015
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barrier options
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put-call symmetry
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static hedging
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stochastic volatility models
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0.8647697567939758
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0.7911569476127625
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0.7852170467376709
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0.7527413964271545
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0.7496718764305115
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