Pricing and hedging derivative securities in markets with uncertain volatilities
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Publication:4994399
DOI10.1080/13504869500000005zbMath1466.91323OpenAlexW2027654260MaRDI QIDQ4994399
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Publication date: 18 June 2021
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504869500000005
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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