Numerical experiments on hedging cliquet options
Year of publication: |
2014
|
---|---|
Authors: | Kilin, Fiodar ; Nalholm, Morten ; Wystup, Uwe |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/15, 1, p. 85-103
|
Subject: | Cliquet option | Hedging | Optionsgeschäft | Option trading | Stochastische Volatilität | Stochastic volatility |
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