Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042)
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scientific article; zbMATH DE number 1941978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs |
scientific article; zbMATH DE number 1941978 |
Statements
Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (English)
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2003
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Malliavin calculus
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Monte Carlo methods
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