A risk reserve model for hedging in incomplete markets (Q975891)
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scientific article; zbMATH DE number 5720220
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A risk reserve model for hedging in incomplete markets |
scientific article; zbMATH DE number 5720220 |
Statements
A risk reserve model for hedging in incomplete markets (English)
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11 June 2010
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incomplete markets
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risk measures
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contingent claims
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0.8181632161140442
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0.8170908093452454
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0.8142425417900085
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0.8082460165023804
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