Properties of optimal smooth functions in additive models for hedging multivariate derivatives
Year of publication: |
2012
|
---|---|
Authors: | Yamada, Yuji |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 19.2012, 2, p. 149-179
|
Subject: | Hedging | Derivat | Derivative | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory |
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