GARCH options via local risk minimization (Q2873537)
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scientific article; zbMATH DE number 6250078
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | GARCH options via local risk minimization |
scientific article; zbMATH DE number 6250078 |
Statements
GARCH options via local risk minimization (English)
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24 January 2014
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GARCH models
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hedging techniques
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methodology of optimal hedging
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incomplete markets
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0.8689420819282532
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0.7853612899780273
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0.7851368188858032
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0.770000159740448
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