About: Option Delta Hedging in the Heston Model

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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Description	Main topics of the document: Monte-Carlo simulation; Heston model; Black-Scholes model Main topics of the document: Monte-Carlo simulation; Heston model; Black-Scholes model (en)
Title	Option Delta Hedging in the Heston Model Option Delta Hedging in the Heston Model (en)
skos:prefLabel	Option Delta Hedging in the Heston Model Option Delta Hedging in the Heston Model (en)
skos:notation	RIV/61384399:31110/14:00045641!RIV15-GA0-31110___
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http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Málek, Jiří
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola ekonomická v Praze / Fakulta financí a účetnictví
http://linked.open...dnocenehoVysledku	35021
http://linked.open...ai/riv/idVysledku	RIV/61384399:31110/14:00045641
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Monte-Carlo simulation; Heston model; Black-Scholes model (en)
http://linked.open.../riv/klicoveSlovo	Black-Scholes model Monte-Carlo simulation Heston model
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http://linked.open...i/riv/nazevZdroje	7th International Scientific Conference Managing and Modelling of Financial Risks
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http://linked.open...iv/tvurceVysledku	Málek, Jiří
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http://linked.open.../riv/zahajeniAkce	2014-09-08 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn	978-80-248-3631-7
http://localhost/t...ganizacniJednotka	31110

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