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Q3581635 - MaRDI portal

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scientific article

    Statements

    author
    Marcos Escobar
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    Stefan Krämer
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    Florian Scheibl
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    Rudi Zagst
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    Luis A. Seco
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    publication date
    2 September 2010
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    zbMATH Keywords
    hedge fund
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    barrier options
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    leverage
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    fitting
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G70
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    62P05
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    zbMATH DE Number
    5777897
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