Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo construction of hedging strategies against multi-asset European claims |
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Monte Carlo construction of hedging strategies against multi-asset European claims (English)
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24 November 2002
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derivative pricing and hedging
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weak approximation
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Monte Carlo simulation
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variance reduction
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