OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979)
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scientific article; zbMATH DE number 5056726
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| English | OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS |
scientific article; zbMATH DE number 5056726 |
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OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (English)
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25 September 2006
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hedging
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derivative securities
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stochastic control
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indifference pricing
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stochastic volatility
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0.873351514339447
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0.8555214405059814
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0.8528968691825867
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0.8387050628662109
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0.823946475982666
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