Hedging Large Portfolios of Options in Discrete Time* (Q3523655)
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scientific article; zbMATH DE number 5321478
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging Large Portfolios of Options in Discrete Time* |
scientific article; zbMATH DE number 5321478 |
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Hedging Large Portfolios of Options in Discrete Time* (English)
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5 September 2008
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option hedging
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discrete time
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preference free valuation
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hedging errors
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cross-sectional hedging
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static hedging
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0.9222973
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0.9070695
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0.90475506
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0.8988807
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0.8985938
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