Dynamic conic hedging for competitiveness (Q317543)

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Dynamic conic hedging for competitiveness
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    title
    Dynamic conic hedging for competitiveness (English)
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    author
    Dilip B. Madan
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    Wim Schoutens
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    Martijn R. Pistorius
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    publication date
    30 September 2016
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    zbMATH DE Number
    6631958
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    zbMATH Keywords
    static and semi-static hedging
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    nonlinear expectation
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    variance gamma model
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    distorted expectation
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    OpenAlex ID
    W2269058341
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    cites work
    Q5505177
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    Q4794153
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    Q4828653
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    Q4550909
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    Robustness
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    Q4552656
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    TENOR SPECIFIC PRICING
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    Q4905685
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