Hedging using simulation : a least squares approach
Claudio Tebaldi
| Year of publication: |
2005
|
|---|---|
| Authors: | Tebaldi, Claudio |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 8, p. 1287-1312
|
| Subject: | Hedging | Optionsgeschäft | Option trading | Simulation | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
| 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://ebvufind01.dmz1.zbw.eu/10003002256