Hedging for the long run (Q1938979): Difference between revisions
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Revision as of 05:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging for the long run |
scientific article |
Statements
Hedging for the long run (English)
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26 February 2013
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long-dated claims
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risk-neutral valuation
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real-world valuation
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arbitrage
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minimal market model
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squared Bessel processes
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hedge simulations
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asset price bubbles
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