Conservative delta hedging. (Q1884835)
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scientific article; zbMATH DE number 2110920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conservative delta hedging. |
scientific article; zbMATH DE number 2110920 |
Statements
Conservative delta hedging. (English)
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27 October 2004
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incompleteness
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statistical uncertainty
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value at risk
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0.7865038
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0.7746841
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