Simulations for hedging financial contracts with optimal decisions
H. Windcliff; P. A. Forsyth; K. R. Vetzal; W. J. Morland
| Year of publication: |
2010
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|---|---|
| Authors: | Windcliff, H. ; Forsyth, Peter ; Vetzal, Kenneth R. ; Morland, W. J. |
| Published in: |
Computational methods in decision-making, economics and finance. - Drodrecht [u.a.] : Kluwer Academic Pub, ISBN 978-1-4419-5230-1. - 2010, p. 271-296
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| Subject: | Hedging | Investmentfonds | Investment Fund | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| 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/10009153080