Static hedging of multivariate derivatives by simulation
From MaRDI portal
Publication:1780760
DOI10.1016/j.ejor.2004.02.014zbMath1064.91047MaRDI QIDQ1780760
Publication date: 13 June 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10278/29372
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