Minimax hedging strategy (Q1890890)
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scientific article; zbMATH DE number 758111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax hedging strategy |
scientific article; zbMATH DE number 758111 |
Statements
Minimax hedging strategy (English)
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23 May 1995
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scenario analysis
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options
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simulation
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robust risk management strategy
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delta hedging
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minimax strategy
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