Tractable hedging with additional hedge instruments (Q539149)
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scientific article; zbMATH DE number 5900593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tractable hedging with additional hedge instruments |
scientific article; zbMATH DE number 5900593 |
Statements
Tractable hedging with additional hedge instruments (English)
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27 May 2011
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stochastic volatility
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robust hedging
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tractable hedging
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uncertain volatility model
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additional hedge instrument
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coherent risk measure
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0.8963623
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0.8500277
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0.8460054
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0.83231676
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0.8244388
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0.82400954
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0.8226248
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