Robustness of stable volatility strategies (Q1657466)
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scientific article; zbMATH DE number 6917004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of stable volatility strategies |
scientific article; zbMATH DE number 6917004 |
Statements
Robustness of stable volatility strategies (English)
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13 August 2018
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stable volatility strategies
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jump diffusion processes
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model risk
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robustness
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performance evaluation
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