Optimal hedging strategies for misspecified asset price models (Q4541577): Difference between revisions
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| Property / cites work: Misspecified asset price models and robust hedging strategies / rank | |||
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| Property / cites work: Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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Latest revision as of 11:06, 4 June 2024
scientific article; zbMATH DE number 1771971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging strategies for misspecified asset price models |
scientific article; zbMATH DE number 1771971 |
Statements
Optimal hedging strategies for misspecified asset price models (English)
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4 September 2002
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price
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asset
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hedging strategies
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utility
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