Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951)
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scientific article; zbMATH DE number 6057695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of optimal smooth functions in additive models for hedging multivariate derivatives |
scientific article; zbMATH DE number 6057695 |
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Properties of optimal smooth functions in additive models for hedging multivariate derivatives (English)
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17 July 2012
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additive models
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minimum variance hedging
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basket options
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multivariate derivatives
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smooth functions
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