Conservative delta hedging.
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Publication:1884835
DOI10.1214/aoap/1019487360zbMath1065.91030OpenAlexW1995106434MaRDI QIDQ1884835
Publication date: 27 October 2004
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019487360
Statistical methods; risk measures (91G70) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99) Stochastic processes (60G99)
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