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- Title:
Quantification of model risk in quadratic hedging in finance
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Daveloose, C.; Khedher, A.; Vanmaele, M.
- Non-TUM Co-author(s):
- ja
- Cooperation:
- international
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Stochastics of Environmental and Financial Economics
- Journal listet in FT50 ranking:
- nein
- Year:
- 2015
- Fulltext / DOI:
- doi:10.1007/978-3-319-23425-0_8
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Nein
- International:
- Ja
- Book review:
- Nein
- Commissioned:
- not commissioned
- Professional Journal:
- Nein
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
BibTeX
versions
Occurrences:
- mediaTUM GesamtbestandEinrichtungenSchools TUM School of Computation, Information and TechnologyDepartmentsMathematicsLehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersKhedher, A.