Dynamic conic hedging for competitiveness (Q317543): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Martijn R. Pistorius / rank | |||
Normal rank | |||
Revision as of 18:27, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic conic hedging for competitiveness |
scientific article |
Statements
Dynamic conic hedging for competitiveness (English)
0 references
30 September 2016
0 references
static and semi-static hedging
0 references
nonlinear expectation
0 references
variance gamma model
0 references
distorted expectation
0 references
