Quantification of model risk in quadratic hedging in finance (Q2801795)
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scientific article; zbMATH DE number 6572195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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22 April 2016
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geometric Lévy models
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incomplete market
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robustness
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quadratic hedging
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model risk
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mean-variance hedging
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0.8477596640586853
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0.8112566471099854
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0.7867332100868225
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