Model-free methods in valuation and hedging of derivative securities
Year of publication: |
2016
|
---|---|
Authors: | Davis, Mark H. A. |
Published in: |
The handbook of post crisis financial modelling. - Basingstoke, Hampshire : Palgrave Macmillan, ISBN 978-1-137-49448-1. - 2016, p. 168-189
|
Subject: | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
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