Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Pricing and hedging gap risk - MaRDI portal

Pricing and hedging gap risk (Q5411502)

From MaRDI portal
scientific article; zbMATH DE number 6287656
Language Label Description Also known as
English
Pricing and hedging gap risk
scientific article; zbMATH DE number 6287656

    Statements

    title
    Pricing and hedging gap risk (English)
    0 references
    author
    Peter Tankov
    0 references
    publication date
    23 April 2014
    0 references
    zbMATH Keywords
    gap risk
    0 references
    gap option
    0 references
    exponential Lévy model
    0 references
    quadratic hedging
    0 references
    Lévy copula
    0 references

    Identifiers

    DOI
    10.21314/JCF.2010.223
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60H30
    0 references
    62H05
    0 references
    62P05
    0 references
    zbMATH DE Number
    6287656
    0 references
    OpenAlex ID
    W3123004041
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5411502&oldid=36935260"
    Powered by MediaWiki