Amanote Research

Amanote Research

    RegisterSign In

Static Hedging of Multivariate Derivatives by Simulation

European Journal of Operational Research - Netherlands
doi 10.1016/j.ejor.2004.02.014
Full Text
Open PDF
Abstract

Available in full text

Categories
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
Date

October 1, 2005

Authors
P. Pellizzari
Publisher

Elsevier BV


Related search

Installment Options and Static Hedging

2001English

Currency Hedging Strategies Using Dynamic Multivariate GARCH

SSRN Electronic Journal
2012English

Semi-Static Hedging of Barrier Options Under Poisson Jumps

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2011English

Static Hedging of Barrier Options With a Smile: An Inverse Problem

ESAIM - Control, Optimisation and Calculus of Variations
ControlComputational MathematicsOptimizationSystems Engineering
2002English

Simulation of Multivariate Extreme Values

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
1999English

Brake Disc Static Simulation

International Journal of Applied Engineering Research and Development
2018English

Cross-Hedging of Inflation Derivatives on Commodities: The Informational Content of Futures Markets

SSRN Electronic Journal
2013English

Functional Principal Component Analysis for Derivatives of Multivariate Curves

Statistica Sinica
UncertaintyStatisticsProbability
2018English

Fuzzy Qualitative Simulation With Multivariate Constraints

2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy