Partial super-hedging of derivatives with model risk (Q1684775)
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scientific article; zbMATH DE number 6817588
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Partial super-hedging of derivatives with model risk |
scientific article; zbMATH DE number 6817588 |
Statements
Partial super-hedging of derivatives with model risk (English)
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12 December 2017
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derivatives
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model risk
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uncertainty of parameter
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0.8255789279937744
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0.8130986094474792
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0.8106821775436401
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0.8106767535209656
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