VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047)
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scientific article; zbMATH DE number 2177825
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING |
scientific article; zbMATH DE number 2177825 |
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VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (English)
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22 June 2005
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dynamic hedging
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wealth balance distribution
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moments
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backward equation
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convex probability bounds
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0.8061004877090454
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0.7734660506248474
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0.769386887550354
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0.765532374382019
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