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Robust Risk-Minimizing Hedging Strategies
Mathematics and Statistics Concordia University Table of contents 1. Introduction 2. Model Framework ... of trades between successive dates, u = eσ(∆N) −0.5 and d = u−1 for recombining tree.1 1Cox et al ...- Authors: PATRICE GAILLARDETZ
- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House