Tractable hedging: An implementation of robust hedging strategies (Q959656)
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scientific article; zbMATH DE number 5382162
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tractable hedging: An implementation of robust hedging strategies |
scientific article; zbMATH DE number 5382162 |
Statements
Tractable hedging: An implementation of robust hedging strategies (English)
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12 December 2008
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stochastic volatility
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robust hedging
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tractable hedging
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superhedging
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model misspecification
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incomplete markets
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0.8037717342376709
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0.7746136784553528
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0.772974967956543
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0.7714042067527771
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