OptHedging

OptHedging: Estimation of value and hedging strategy of call and put options. Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte Carlo method, from Chapter 3 of ’Statistical Methods for Financial Engineering’, by Bruno Remillard, CRC Press, (2013).

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Rémillard, Bruno: Statistical methods for financial engineering (2013)