Hedging efficiently under correlation (Q4555159)

From MaRDI portal
Revision as of 17:21, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 6981273
Language Label Description Also known as
English
Hedging efficiently under correlation
scientific article; zbMATH DE number 6981273

    Statements

    title
    Hedging efficiently under correlation (English)
    0 references
    author
    Roberto Daluiso
    0 references
    Massimo Morini
    0 references
    publication date
    19 November 2018
    0 references
    zbMATH Keywords
    hedging
    0 references
    correlation
    0 references
    credit value adjustment
    0 references
    risk-aversion
    0 references
    transaction costs
    0 references

    Identifiers

    zbMATH DE Number
    6981273
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4555159&oldid=28725592"
    Powered by MediaWiki