Quantification of model risk in quadratic hedging in finance (Q2801795)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quantification of model risk in quadratic hedging in finance |
scientific article; zbMATH DE number 6572195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quantification of model risk in quadratic hedging in finance |
scientific article; zbMATH DE number 6572195 |
Statements
Quantification of Model Risk in Quadratic Hedging in Finance (English)
0 references
22 April 2016
0 references
geometric Lévy models
0 references
incomplete market
0 references
robustness
0 references
quadratic hedging
0 references
model risk
0 references
mean-variance hedging
0 references
0.8477596640586853
0 references
0.8112566471099854
0 references
0.7867332100868225
0 references
