Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867)
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scientific article; zbMATH DE number 2216245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions |
scientific article; zbMATH DE number 2216245 |
Statements
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (English)
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19 October 2005
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hedging-strategies
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superhedging
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model misspecification
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trading restrictions
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change of measure
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