Conservative delta hedging. (Q1884835)

From MaRDI portal
Revision as of 12:03, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Conservative delta hedging.
scientific article

    Statements

    title
    Conservative delta hedging. (English)
    0 references
    author
    Per Aslak Mykland
    0 references
    publication date
    27 October 2004
    0 references
    zbMATH Keywords
    incompleteness
    0 references
    statistical uncertainty
    0 references
    value at risk
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    60G99
    0 references
    62G15
    0 references
    62M99
    0 references
    zbMATH DE Number
    2110920
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1884835&oldid=14285966"
    Powered by MediaWiki