Risk arbitrage and hedging to acceptability under transaction costs (Q2022757)
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scientific article; zbMATH DE number 7341433
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk arbitrage and hedging to acceptability under transaction costs |
scientific article; zbMATH DE number 7341433 |
Statements
Risk arbitrage and hedging to acceptability under transaction costs (English)
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29 April 2021
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acceptance set
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risk arbitrage
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risk measure
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superhedging
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good deal
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solvency set
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random set
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transaction costs
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0.91705585
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0.88604695
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0.8825842
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0.88142204
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0.8791543
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0.8773463
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