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Beyond convexity

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Publication:5014240

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DOI10.1080/14697688.2021.1911149zbMath1479.91401OpenAlexW4231591460MaRDI QIDQ5014240

Jessica James, Christoph Rieger, Michael Leister

Publication date: 1 December 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2021.1911149

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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