Quantile hedging for basket derivatives (Q3113660)

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Quantile hedging for basket derivatives
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    title
    Quantile hedging for basket derivatives (English)
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    DOI
    10.4064/am39-1-7
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    author
    Michał Barski
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    publication date
    21 January 2012
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    Mathematics Subject Classification ID
    91G20
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    91B70
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    62P05
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    zbMATH DE Number
    5999523
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    zbMATH Keywords
    quantile hedging
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    basket derivatives
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    correlated assets
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    OpenAlex ID
    W1964652722
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    arXiv ID
    1010.5810
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