Quantile hedging
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Publication:1966379
DOI10.1007/s007800050062zbMath0977.91019OpenAlexW4238035223MaRDI QIDQ1966379
Publication date: 1 March 2000
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050062
Parametric hypothesis testing (62F03) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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