Dynamic conic hedging for competitiveness (Q317543): Difference between revisions
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| Property / author | |||
| Property / author: Dilip B. Madan / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6631958 / rank | |||
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| Property / zbMATH Keywords | |||
static and semi-static hedging | |||
| Property / zbMATH Keywords: static and semi-static hedging / rank | |||
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nonlinear expectation | |||
| Property / zbMATH Keywords: nonlinear expectation / rank | |||
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variance gamma model | |||
| Property / zbMATH Keywords: variance gamma model / rank | |||
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distorted expectation | |||
| Property / zbMATH Keywords: distorted expectation / rank | |||
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Revision as of 02:18, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic conic hedging for competitiveness |
scientific article |
Statements
Dynamic conic hedging for competitiveness (English)
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30 September 2016
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static and semi-static hedging
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nonlinear expectation
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variance gamma model
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distorted expectation
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