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Efficient Computation of Hedging Parameters for Discretely Exercisable Options - MaRDI portal

Efficient Computation of Hedging Parameters for Discretely Exercisable Options (Q3392211)

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Efficient Computation of Hedging Parameters for Discretely Exercisable Options
scientific article

    Statements

    title
    Efficient Computation of Hedging Parameters for Discretely Exercisable Options (English)
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    author
    R. Kaniel
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    Stathis Tompaidis
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    Alexander Zemlianov
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    publication date
    13 August 2009
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    Identifiers

    zbMATH DE Number
    5595101
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    OpenAlex ID
    W2112795785
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