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Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
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Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
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Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives
Yamada, Yuji
- In:
Asia-Pacific Financial Markets
19
(
2012
)
2
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pp. 149-179
Persistent link: https://www.econbiz.de/10010866381
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