EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590): 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 10:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH |
scientific article |
Statements
EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (English)
0 references
8 February 2006
0 references
delta hedging
0 references
weak convergence
0 references
incomplete market
0 references
model uncertainty
0 references
nonparametric regression
0 references
