Hedging European and Barrier options using stochastic optimization

Author: Villaverde Michael  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.4, Iss.5, 2004-10, pp. : 549-557

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract