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Revision as of 05:04, 6 July 2024

scientific article
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Hedging for the long run
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    Hedging for the long run (English)
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    26 February 2013
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    long-dated claims
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    risk-neutral valuation
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    real-world valuation
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    arbitrage
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    minimal market model
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    squared Bessel processes
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    hedge simulations
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    asset price bubbles
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