Residual risks and hedging strategies in Markovian markets (Q1812724): Difference between revisions

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Latest revision as of 17:02, 14 May 2024

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Residual risks and hedging strategies in Markovian markets
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    Residual risks and hedging strategies in Markovian markets (English)
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    25 June 1992
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    right Markov processes
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    symmetric Markov processes
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    processes with independent increments
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    options
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    hedging strategies
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    portfolios
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