Hedging with Monte Carlo simulation
Jaksa Cvitanić; Levon Goukasian; Fernando Zapatero
| Year of publication: |
2010
|
|---|---|
| Authors: | Cvitanić, Jakša ; Goukasian, Levon ; Zapatero, Fernando |
| Published in: |
Computational methods in decision-making, economics and finance. - Drodrecht [u.a.] : Kluwer Academic Pub, ISBN 978-1-4419-5230-1. - 2010, p. 339-353
|
| Subject: | Hedging | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009153076