Optimal hedging of basket barrier options with additive models and its application to equity value separation problem (Q1627805)
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scientific article; zbMATH DE number 6987731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging of basket barrier options with additive models and its application to equity value separation problem |
scientific article; zbMATH DE number 6987731 |
Statements
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem (English)
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3 December 2018
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basket barrier options
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optimal hedging
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additive models
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smooth functions
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first passage time structural models
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