Minimax hedging strategy (Q1890890)
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scientific article; zbMATH DE number 758111
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimax hedging strategy |
scientific article; zbMATH DE number 758111 |
Statements
Minimax hedging strategy (English)
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23 May 1995
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scenario analysis
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options
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simulation
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robust risk management strategy
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delta hedging
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minimax strategy
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0.8749940991401672
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0.8504015207290649
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0.7684170603752136
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0.7584272623062134
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