Static hedging and pricing of exotic options with payoff frames (Q5377186)
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scientific article; zbMATH DE number 7058334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static hedging and pricing of exotic options with payoff frames |
scientific article; zbMATH DE number 7058334 |
Statements
Static hedging and pricing of exotic options with payoff frames (English)
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23 May 2019
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basis
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exotic hedging
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Lévy
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option pricing
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static hedging
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variance swap
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