Conservative delta hedging. (Q1884835): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conservative delta hedging. |
scientific article |
Statements
Conservative delta hedging. (English)
0 references
27 October 2004
0 references
incompleteness
0 references
statistical uncertainty
0 references
value at risk
0 references
