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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    cites work
    Q3920841
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    Q4794153
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    Hedging and Maxmin
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    Quantile hedging
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    Q3974816
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    Q3815091
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    Q4794126
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    Q3774629
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    Q4002114
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    Q2771118
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    Q4905685
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    Q4114574
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    Q4396494
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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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    OpenAlex ID
    W1995106434
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