Performance of hedging strategies in interval models. (Q5389840)
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scientific article; zbMATH DE number 6027054
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| English | Performance of hedging strategies in interval models. |
scientific article; zbMATH DE number 6027054 |
Statements
23 April 2012
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uncertain volatility
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robustness
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option pricing
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delta hedging
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binomial tree martingale measure
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0.7666230201721191
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0.737447202205658
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0.7325066328048706
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0.7308278679847717
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0.7307592034339905
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