Conservative delta hedging. (Q1884835)

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Conservative delta hedging.
scientific article

    Statements

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

    Mathematics Subject Classification ID
    91G70
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    60G99
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    62G15
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    62M99
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    zbMATH DE Number
    2110920
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