Optimal Hedging of Basket Barrier Options with Additive Models and Its Application to Equity Value Separation Problem
Crossref DOI link: https://doi.org/10.1007/s10690-016-9221-y
Published Online: 2017-01-09
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yamada, Yuji
Funding for this research was provided by:
Grant-in-Aid for Scientific Research (A) (16H01833)
License valid from 2017-01-09