Hedging error as generalized timing risk (Q6158430)
From MaRDI portal
scientific article; zbMATH DE number 7698404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging error as generalized timing risk |
scientific article; zbMATH DE number 7698404 |
Statements
Hedging error as generalized timing risk (English)
0 references
20 June 2023
0 references
timing risk
0 references
barrier options
0 references
semi-static hedge
0 references
hedging error
0 references
0 references
