Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576)
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scientific article; zbMATH DE number 5633540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Auto-static for the people: risk-minimizing hedges of barrier options |
scientific article; zbMATH DE number 5633540 |
Statements
Auto-static for the people: risk-minimizing hedges of barrier options (English)
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16 November 2009
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risk-minimization
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static hedge
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barrier option
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Bates model
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NIG model
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model risk
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0.9058777
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0.88561314
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0.8853582
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0.88420576
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0.8660466
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0.8647277
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0.8578886
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