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The risk of optimal, continuously rebalanced hedging strategies and its efficient evaluation via Fourier transform

Aleš Černý

Publication Data

Title The risk of optimal, continuously rebalanced hedging strategies and its efficient evaluation via Fourier transform
Author Aleš Černý
Publisher Tanaka Business School
Publication date 2004
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 5 July, 2005)

Topics

Markets :: Mathematical models

Catalogue Data

OBNB ID GBA556329
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.0151

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The risk of optimal, continuously rebalanced hedging strategies and its efficient evaluation via Fourier transform by Aleš Černý. Published by Tanaka Business School in 2004. Publication and catalogue information, links to buy online and reader comments.