Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329)
From MaRDI portal
!
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 6977008
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing and portfolio hedging under the mixed hedging strategy |
scientific article; zbMATH DE number 6977008 |
Statements
Option pricing and portfolio hedging under the mixed hedging strategy (English)
0 references
13 November 2018
0 references
residual risk
0 references
scaling
0 references
option pricing
0 references
portfolio hedging
0 references
trade frequency
0 references
mixed hedging strategy
0 references
0 references
0.93516165
0 references
0.9067794
0 references
0.8968392
0 references
0.8950242
0 references
0.8895845
0 references
0.88948673
0 references
0.88922215
0 references
0.88722354
0 references
