Concepedia

An Approach to Scenario Hedging

Charles F. Hill, Simon Vaysman

The Journal of Portfolio Management · 1998 · 17 citations · 0 references

Concepts

BusinessFinanceFinancial EconomicsQuantitative FinanceRisk AnalysisHedgingLiquidity RiskMarket RiskReal Options AnalysisScenario AnalysisScenario ForecastingHedging Under Market Incompleteness