Hedging European and Barrier options using stochastic optimization (Q4610264)
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scientific article; zbMATH DE number 7002155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging European and Barrier options using stochastic optimization |
scientific article; zbMATH DE number 7002155 |
Statements
15 January 2019
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European options
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barrier options
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hedging
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stochastic optimization
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Hedging European and Barrier options using stochastic optimization (English)
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