Quantile hedging
Hans Föllmer ; Peter Leukert
| Year of publication: |
1999
|
|---|---|
| Authors: | Föllmer, Hans ; Leukert, Peter |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 3, p. 251-273
|
| Subject: | Hedging | Volatilität | Volatility | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001389101