Title of article :
Static hedging of multivariate derivatives by simulation
Author/Authors :
P. Pellizzari، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
13
From page :
507
To page :
519
Keywords :
Option hedging , Risk management , Monte Carlo simulation , Control variates
Journal title :
European Journal of Operational Research
Serial Year :
2005
Journal title :
European Journal of Operational Research
Record number :
215560
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215560
بازگشت