Quantile hedging in a semi-static market with model uncertainty (Q1750394)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quantile hedging in a semi-static market with model uncertainty |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quantile hedging in a semi-static market with model uncertainty |
scientific article |
Statements
Quantile hedging in a semi-static market with model uncertainty (English)
0 references
18 May 2018
0 references
quantile hedging
0 references
model uncertainty
0 references
semi-static hedging
0 references
Neyman-Pearson lemma
0 references
0 references
0 references
0 references
0 references
0.8173190951347351
0 references
0.8128637075424194
0 references
0.7929739356040955
0 references
0.7909354567527771
0 references
