Simplified hedge for path-dependent derivatives
Year of publication: |
November 2016
|
---|---|
Authors: | Bernard, Carole ; Tang, Junsen |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 7, p. 1-32
|
Subject: | Derivatives pricing | derivatives hedging | path-dependent derivatives | semi-static replication | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Pfadabhängigkeit | Path dependence |
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