Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438)
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scientific article; zbMATH DE number 5010103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Shortfall risk minimization versus symmetric (quadratic) hedging |
scientific article; zbMATH DE number 5010103 |
Statements
Shortfall risk minimization versus symmetric (quadratic) hedging (English)
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9 March 2006
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contingent claim
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self-financing strategy
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0.8663299083709717
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0.864780068397522
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0.8401017189025879
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0.8382421135902405
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0.8256737589836121
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