Dynamic conic hedging for competitiveness (Q317543)
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scientific article; zbMATH DE number 6631958
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic conic hedging for competitiveness |
scientific article; zbMATH DE number 6631958 |
Statements
Dynamic conic hedging for competitiveness (English)
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30 September 2016
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static and semi-static hedging
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nonlinear expectation
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variance gamma model
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distorted expectation
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