Efficient hedging under ambiguity in continuous time (Q2223112)
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scientific article; zbMATH DE number 7302957
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient hedging under ambiguity in continuous time |
scientific article; zbMATH DE number 7302957 |
Statements
Efficient hedging under ambiguity in continuous time (English)
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28 January 2021
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superhedging
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model ambiguity
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acceptance set
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risk measure
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optimized certainty equivalent
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volatility uncertainty
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0.8058816194534302
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0.8048070073127747
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0.8043740391731262
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0.8030174374580383
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0.791953980922699
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