Hedging for the long run (Q1938979): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s11579-012-0072-7 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11579-012-0072-7 / rank | |||
Normal rank | |||
Latest revision as of 14:14, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging for the long run |
scientific article |
Statements
Hedging for the long run (English)
0 references
26 February 2013
0 references
long-dated claims
0 references
risk-neutral valuation
0 references
real-world valuation
0 references
arbitrage
0 references
minimal market model
0 references
squared Bessel processes
0 references
hedge simulations
0 references
asset price bubbles
0 references
0 references
0 references
0 references
