Static hedging of multivariate derivatives by simulation (Q1780760)
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scientific article; zbMATH DE number 2175659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static hedging of multivariate derivatives by simulation |
scientific article; zbMATH DE number 2175659 |
Statements
Static hedging of multivariate derivatives by simulation (English)
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13 June 2005
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Option hedging
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Risk management
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Monte Carlo simulation
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Control variates
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