Hedging efficiently under correlation (Q4555159)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6981273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging efficiently under correlation |
scientific article; zbMATH DE number 6981273 |
Statements
Hedging efficiently under correlation (English)
0 references
19 November 2018
0 references
hedging
0 references
correlation
0 references
credit value adjustment
0 references
risk-aversion
0 references
transaction costs
0 references
0 references
0 references
0 references
0.7493857741355896
0 references
0.7467558979988098
0 references
0.7378730177879333
0 references
0.7358148097991943
0 references
0.732143759727478
0 references
