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Hedging error as generalized timing risk - MaRDI portal

Hedging error as generalized timing risk (Q6158430)

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scientific article; zbMATH DE number 7698404
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English
Hedging error as generalized timing risk
scientific article; zbMATH DE number 7698404

    Statements

    title
    Hedging error as generalized timing risk (English)
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    author
    Jirô Akahori
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    Flavia Barsotti
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    Yuri Imamura
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    publication date
    20 June 2023
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    zbMATH Keywords
    timing risk
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    barrier options
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    semi-static hedge
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    hedging error
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    Identifiers

    zbMATH DE Number
    7698404
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