"A numerical scheme based on semi-static hedging strategy."

Yuri Imamura, Yuta Ishigaki, Toshiki Okumura (2014)

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DOI: 10.1515/MCMA-2014-0002

access: closed

type: Journal Article

metadata version: 2022-06-10

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Yuri Imamura, Yuta Ishigaki, Toshiki Okumura:
A numerical scheme based on semi-static hedging strategy. Monte Carlo Methods Appl. 20(4): 223-235 (2014)

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