Large losses–-probability minimizing approach (Q4829417)
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scientific article; zbMATH DE number 2120116
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large losses–-probability minimizing approach |
scientific article; zbMATH DE number 2120116 |
Statements
Large losses–-probability minimizing approach (English)
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29 November 2004
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quantile hedging
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efficient hedging
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0.7946436405181885
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0.7934443354606628
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0.7806726098060608
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0.7759441137313843
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