Can expected shortfall and Value-at-Risk be used to statically hedge options? (Q3577146)

From MaRDI portal
Revision as of 01:09, 3 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Can expected shortfall and Value-at-Risk be used to statically hedge options?
scientific article

    Statements

    Can expected shortfall and Value-at-Risk be used to statically hedge options? (English)
    0 references
    0 references
    0 references
    0 references
    5 August 2010
    0 references

    Identifiers