Minimax estimation of value-at-risk under hedging of an American contingent claim in a discrete financial market (Q4559953)
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scientific article; zbMATH DE number 6988871
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| English | Minimax estimation of value-at-risk under hedging of an American contingent claim in a discrete financial market |
scientific article; zbMATH DE number 6988871 |
Statements
4 December 2018
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decision making under uncertainty
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value-at-risk
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scenario tree
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stopping time
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hedging
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0.7823155522346497
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0.7652715444564819
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0.7625585794448853
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0.7605391144752502
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0.7560067176818848
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