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Publication:2790481
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zbMath1331.91176MaRDI QIDQ2790481

Victoria Steblovskaya, Lucy Kimball, Norman Josephy

Publication date: 4 March 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Probabilistic models, generic numerical methods in probability and statistics (65C20) Derivative securities (option pricing, hedging, etc.) (91G20)


Related Items (2)

ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS ⋮ Optimal hedging in an extended binomial market under transaction costs




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