PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100)
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scientific article; zbMATH DE number 6027854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS |
scientific article; zbMATH DE number 6027854 |
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PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (English)
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24 April 2012
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robust hedging
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evaluation of hedging strategies
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Skorokhod embedding
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digital double barrier option
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