Hedging under generalized good-deal bounds and model uncertainty (Q2408899)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6789024
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging under generalized good-deal bounds and model uncertainty |
scientific article; zbMATH DE number 6789024 |
Statements
Hedging under generalized good-deal bounds and model uncertainty (English)
0 references
10 October 2017
0 references
good-deal bounds
0 references
good-deal hedging
0 references
model uncertainty
0 references
incomplete markets
0 references
multiple priors
0 references
backward stochastic differential equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8859678506851196
0 references
0.8056209087371826
0 references
0.7770866751670837
0 references
0.7687833905220032
0 references
0.7609840035438538
0 references
