Hedging derivatives on two assets with model risk
Year of publication: |
2020
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Authors: | Matsumoto, Koichi ; Shimizu, Keita |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 27.2020, 1, p. 83-95
|
Subject: | Hedging | Derivatives | Model risk | Derivat | Derivative | Risiko | Risk | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Martingal | Martingale | Modellierung | Scientific modelling |
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