Properties of optimal smooth functions in additive models for hedging multivariate derivatives
type: Item
instance of: scholarly article
title: Properties of optimal smooth functions in additive models for hedging multivariate derivatives
zbMATH Open document ID: 1242.91199
author: Yuji Yamada
published in: Asia-Pacific Financial Markets
publication date: 2012-07-17T00:00:00Z
full work available at URL: http://hdl.handle.net/2241/00146062
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6057695
zbMATH Keywords: additive models
zbMATH Keywords: minimum variance hedging
zbMATH Keywords: basket options
zbMATH Keywords: multivariate derivatives
zbMATH Keywords: smooth functions
describes a project that uses: gamair
MaRDI profile type: Publication
OpenAlex ID: W2080768574
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DOI: 10.1007/S10690-011-9145-5
description: scientific article; zbMATH DE number 6057695