Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach (Q4561921)
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scientific article; zbMATH DE number 6993375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach |
scientific article; zbMATH DE number 6993375 |
Statements
Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach (English)
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13 December 2018
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hedge fund
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excess kurtosis
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gamma process
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equivalent martingale measure
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emerge market
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