Robustness of stable volatility strategies
type: Item
instance of: scholarly article
title: Robustness of stable volatility strategies
zbMATH Open document ID: 1401.91510
author: Nicole Branger
author: Antje Mahayni
author: Daniel Zieling
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6917004
zbMATH Keywords: stable volatility strategies
zbMATH Keywords: jump diffusion processes
zbMATH Keywords: model risk
zbMATH Keywords: robustness
zbMATH Keywords: performance evaluation
MaRDI profile type: Publication
full work available at URL: j.jedc.2015.08.007
OpenAlex ID: W3122128034
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DOI: 10.1016/J.JEDC.2015.08.007
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6917004