A general accurate approximation for pricing and hedging basket options with exact moment matching
Feifan Wu, Xundi Diao, and Chongfeng Wu
| Year of publication: |
2019
|
|---|---|
| Authors: | Wu, Feifan ; Diao, Xundi ; Wu, Chongfeng |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 26.2019, 3, p. 68-86
|
| Subject: | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012306166