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

From MaRDI portal





scientific article; zbMATH DE number 6573007
Language Label Description Also known as
English
A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility
scientific article; zbMATH DE number 6573007

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references