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. - Springer, ISSN 1387-2834. - Vol. 19.2012, 2, p. 149-179
|
| Publisher: |
Springer |
| Subject: | Additive models | Minimum variance hedging | Basket options | Multivariate derivatives | Smooth functions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866381