Overview

discontinuous risks


Related Overviews

 

'discontinuous risks' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Economics

GO

Show Summary Details

Quick Reference

The risk that price or rate movements will be marked by breaks, that is jump, preventing the maintenance of a neutral hedge on a complex position. See binomial jump diffusion process.

[...]

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.