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Hedging derivatives with model error - MaRDI portal

Hedging derivatives with model error (Q2869976)

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scientific article; zbMATH DE number 6247160
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English
Hedging derivatives with model error
scientific article; zbMATH DE number 6247160

    Statements

    title
    Hedging derivatives with model error (English)
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    publication date
    17 January 2014
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    zbMATH Keywords
    derivatives hedging
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    derivatives risk management
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    hedging errors
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    hedging techniques
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    author
    Robert A. Jarrow
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    Identifiers

    zbMATH DE Number
    6247160
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    OpenAlex ID
    W2148480270
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