Tractable hedging: An implementation of robust hedging strategies (Q959656)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5382162
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
12 December 2008
0 references
stochastic volatility
0 references
robust hedging
0 references
tractable hedging
0 references
superhedging
0 references
model misspecification
0 references
incomplete markets
0 references
0 references
0 references
0.8037717342376709
0 references
0.7746136784553528
0 references
0.772974967956543
0 references
0.7714042067527771
0 references
