Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667)
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scientific article; zbMATH DE number 7949654
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging contingent claims by entropy segmentation and Fenchel duality |
scientific article; zbMATH DE number 7949654 |
Statements
Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (English)
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26 November 2024
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convex programming
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Fenchel duality
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entropy
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finance
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cliquet guarantee
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