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scientific article; zbMATH DE number 2216245
Language Label Description Also known as
English
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions
scientific article; zbMATH DE number 2216245

    Statements

    title
    Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (English)
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    author
    Antje Mahayni
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    publication date
    19 October 2005
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    zbMATH DE Number
    2216245
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    zbMATH Keywords
    hedging-strategies
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    superhedging
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    model misspecification
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    trading restrictions
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    change of measure
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