GARCH options via local risk minimization (Q2873537)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: GARCH options via local risk minimization |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH options via local risk minimization |
scientific article |
Statements
GARCH options via local risk minimization (English)
0 references
24 January 2014
0 references
GARCH models
0 references
hedging techniques
0 references
methodology of optimal hedging
0 references
incomplete markets
0 references
