Hedging efficiently under correlation (Q4555159)

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scientific article; zbMATH DE number 6981273
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Hedging efficiently under correlation
scientific article; zbMATH DE number 6981273

    Statements

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

    zbMATH DE Number
    6981273
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    OpenAlex ID
    W3122145858
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