Option Delta Hedging in the Heston Model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F14%3A00045641" target="_blank" >RIV/61384399:31110/14:00045641 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Option Delta Hedging in the Heston Model
Original language description
Main topics of the document: Monte-Carlo simulation; Heston model; Black-Scholes model
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
7th International Scientific Conference Managing and Modelling of Financial Risks
ISBN
978-80-248-3631-7
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
478-483
Publisher name
VŠB TU Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 8, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000350605800060