Hedging Large Portfolios of Options in Discrete Time* (Q3523655)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hedging Large Portfolios of Options in Discrete Time*
scientific article

    Statements

    Hedging Large Portfolios of Options in Discrete Time* (English)
    0 references
    5 September 2008
    0 references
    0 references
    option hedging
    0 references
    discrete time
    0 references
    preference free valuation
    0 references
    hedging errors
    0 references
    cross-sectional hedging
    0 references
    static hedging
    0 references
    0 references