Conservative delta hedging. (Q1884835)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Conservative delta hedging. |
scientific article |
Statements
Conservative delta hedging. (English)
0 references
27 October 2004
0 references
incompleteness
0 references
statistical uncertainty
0 references
value at risk
0 references
0 references
0 references
0 references
0 references