VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352)
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scientific article; zbMATH DE number 6262178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VAR-BASED OPTIMAL PARTIAL HEDGING |
scientific article; zbMATH DE number 6262178 |
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VAR-BASED OPTIMAL PARTIAL HEDGING (English)
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27 February 2014
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quantile hedging
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partial hedging
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optimal strategy
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value-at-risk
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bull call spread
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knock-out call
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