Hedging using simulation : a least squares approach
Year of publication: |
2005
|
---|---|
Authors: | Tebaldi, Claudio |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 8, p. 1287-1312
|
Subject: | Hedging | Optionsgeschäft | Option trading | Simulation | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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