Dynamic complex hedging in additive markets (Q2994843)
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 5882379
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic complex hedging in additive markets |
scientific article; zbMATH DE number 5882379 |
Statements
Dynamic complex hedging in additive markets (English)
0 references
29 April 2011
0 references
incomplete markets
0 references
mathematics of finance
0 references
derivatives hedging
0 references
insider trading
0 references
exotic options
0 references
Lévy process
0 references
optimization
0 references
portfolio optimization
0 references
0.7836351990699768
0 references
0.7744066119194031
0 references
0.7725382447242737
0 references
0.7611408233642578
0 references
