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Financial options and statistical prediction intervals - MaRDI portal

Financial options and statistical prediction intervals (Q1431433)

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scientific article; zbMATH DE number 2071016
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English
Financial options and statistical prediction intervals
scientific article; zbMATH DE number 2071016

    Statements

    Financial options and statistical prediction intervals (English)
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    9 June 2004
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    analytic sets
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    coherent measures of risk
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    conservative delta hedging
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    incompleteness
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    prediction
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    statistical uncertainty
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    value at risk
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