Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867)
From MaRDI portal
scientific article; zbMATH DE number 2216245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions |
scientific article; zbMATH DE number 2216245 |
Statements
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (English)
0 references
19 October 2005
0 references
hedging-strategies
0 references
superhedging
0 references
model misspecification
0 references
trading restrictions
0 references
change of measure
0 references
