The problem of hedging the risk of price slumping for a given volume of high-liquid assets is considered
Translated title of the contributionСтохастический метод динамического хеджирования применительно к высоколиквидным рынкам
Original languageEnglish
Article number04
Number of pages20
JournalInternational Journal of Financial Engineering
Volume10
Issue number04
DOIs
StatePublished - Dec 2023

ID: 115147898