Partial super-hedging of derivatives with model risk
type: Item
instance of: scholarly article
title: Partial super-hedging of derivatives with model risk
zbMATH Open document ID: 1376.91161
author: Koichi Matsumoto
published in: Japan Journal of Industrial and Applied Mathematics
publication date: 2017-12-12T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6817588
zbMATH Keywords: derivatives
zbMATH Keywords: model risk
zbMATH Keywords: uncertainty of parameter
MaRDI profile type: Publication
full work available at URL: s13160-017-0267-7
OpenAlex ID: W2754295853
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DOI: 10.1007/S13160-017-0267-7
description: scientific article; zbMATH DE number 6817588