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A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility - MaRDI portal

A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility (Q6243944)

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scientific article; zbMATH DE number 6573007
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English
A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility
scientific article; zbMATH DE number 6573007

    Statements

    7 August 2013
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    q-fin.PR
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    math.PR
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    q-fin.CP
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