Can expected shortfall and Value-at-Risk be used to statically hedge options? (Q3577146)
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scientific article; zbMATH DE number 5763878
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| English | Can expected shortfall and Value-at-Risk be used to statically hedge options? |
scientific article; zbMATH DE number 5763878 |
Statements
Can expected shortfall and Value-at-Risk be used to statically hedge options? (English)
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5 August 2010
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0.79180247
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0.78481233
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0.7798594
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0.75999856
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0.75561047
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0.75299394
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