Nonlinear valuation and non-Gaussian risks in finance (Q5014097)
From MaRDI portal
!
WARNING
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 7436602
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonlinear valuation and non-Gaussian risks in finance |
scientific article; zbMATH DE number 7436602 |
Statements
Nonlinear Valuation and Non-Gaussian Risks in Finance (English)
0 references
1 December 2021
0 references
nonlinear valuation
0 references
non-Gaussian risk
0 references
variance gamma
0 references
bilateral gamma
0 references
hedging arrival rates
0 references
conic alpha construction
0 references
conic hedging
0 references
distorted least squares
0 references
Greek hedging
0 references
0.717199981212616
0 references
0.7056412100791931
0 references
0.7005161046981812
0 references
