Appraising the convenience of a call-based dynamical hedging strategy for an oil-company (Q6064214)
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scientific article; zbMATH DE number 7776665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Appraising the convenience of a call-based dynamical hedging strategy for an oil-company |
scientific article; zbMATH DE number 7776665 |
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Appraising the convenience of a call-based dynamical hedging strategy for an oil-company (English)
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12 December 2023
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operations research
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computational methods
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mathematical programming
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stochastic analysis and risk measures
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