Robust static hedging of barrier options in stochastic volatility models (Q1044210)
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scientific article; zbMATH DE number 5645692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust static hedging of barrier options in stochastic volatility models |
scientific article; zbMATH DE number 5645692 |
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Robust static hedging of barrier options in stochastic volatility models (English)
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11 December 2009
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robust optimization
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static hedging
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barrier options
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stochastic volatility
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