Evaluating discrete dynamic strategies in affine models (Q4683013): Difference between revisions

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Latest revision as of 14:51, 16 July 2024

scientific article; zbMATH DE number 6939223
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English
Evaluating discrete dynamic strategies in affine models
scientific article; zbMATH DE number 6939223

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    Evaluating discrete dynamic strategies in affine models (English)
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    19 September 2018
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    hedging errors
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    trading strategies
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    incomplete markets
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    multi-factor models
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    derivatives hedging
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