Efficient option risk measurement with reduced model risk (Q506084)
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scientific article; zbMATH DE number 6679043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient option risk measurement with reduced model risk |
scientific article; zbMATH DE number 6679043 |
Statements
Efficient option risk measurement with reduced model risk (English)
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31 January 2017
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option risk
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model risk
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risk measurement
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liquidity risk
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option trading strategies
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0.8703153
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0.8672492
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0.85984695
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0.8560315
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0.85484076
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0.8533658
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0.85282874
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