Static and semistatic hedging as contrarian or conformist bets (Q5855945)
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scientific article; zbMATH DE number 7326772
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Static and semistatic hedging as contrarian or conformist bets |
scientific article; zbMATH DE number 7326772 |
Statements
Static and semistatic hedging as contrarian or conformist bets (English)
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23 March 2021
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barrier options
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exotic European options
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Fourier-Laplace inversion
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Lévy processes
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semistatic hedging
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sinh-acceleration
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static hedging
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Wiener-Hopf factorization
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0.8474012017250061
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0.8466287851333618
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0.8354883790016174
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0.8343300223350525
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0.83383709192276
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