Efficient option risk measurement with reduced model risk (Q506084)

From MaRDI portal





scientific article; zbMATH DE number 6679043
Language Label Description Also known as
default for all languages
No label defined
    English
    Efficient option risk measurement with reduced model risk
    scientific article; zbMATH DE number 6679043

      Statements

      Efficient option risk measurement with reduced model risk (English)
      0 references
      0 references
      31 January 2017
      0 references
      option risk
      0 references
      model risk
      0 references
      risk measurement
      0 references
      liquidity risk
      0 references
      option trading strategies
      0 references

      Identifiers