Estimating Residual Hedging Risk with Least-Squares Monte Carlo
Year of publication: |
2013
|
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Authors: | Ankirchner, Stefan |
Other Persons: | Pigorsch, Christian (contributor) ; Schweizer, Nikolaus (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Hedging | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Risiko | Risk |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 3, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2168847 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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