A profitable modification to global quadratic hedging (Q2002668)
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scientific article; zbMATH DE number 7080144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A profitable modification to global quadratic hedging |
scientific article; zbMATH DE number 7080144 |
Statements
A profitable modification to global quadratic hedging (English)
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12 July 2019
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risk management
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variance-optimal hedging
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mean-variance hedging
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global risk-minimization
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LEAPS
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0.88003814
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0.87121785
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0.8653958
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0.86117506
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0.8542763
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0.85357547
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