Hedging efficiently under correlation (Q4555159): Difference between revisions

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+Delta-hedging vega risk?
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+The herd behavior index: a new measure for the implied degree of co-movement in stock markets
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing Interest-Rate-Derivative Securities
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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+Q3512229
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+Normal rank