On a robustness of quantile hedging: Complete market's case (Q1000484)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5503490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On a robustness of quantile hedging: Complete market's case |
scientific article; zbMATH DE number 5503490 |
Statements
On a robustness of quantile hedging: Complete market's case (English)
0 references
6 February 2009
0 references
0.8197624087333679
0 references
0.8193269371986389
0 references
0.8128637075424194
0 references
0.8047557473182678
0 references