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Pricing and hedging barrier options - MaRDI portal

Pricing and hedging barrier options (Q5374586)

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scientific article; zbMATH DE number 6936355
Language Label Description Also known as
English
Pricing and hedging barrier options
scientific article; zbMATH DE number 6936355

    Statements

    title
    Pricing and hedging barrier options (English)
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    author
    Estevão Jun. Rosalino
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    Jack Baczynski
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    Dorival Leão
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    publication date
    14 September 2018
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    zbMATH Keywords
    barrier option
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    finite-difference method
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    hedging
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    no-arbitrage pricing
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    risk-neutral measure
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65M06
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    zbMATH DE Number
    6936355
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    OpenAlex ID
    W2793913907
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    DOI
    10.1002/ASMB.2316
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