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Latest revision as of 11:35, 30 July 2024
scientific article; zbMATH DE number 5274475
Language | Label | Description | Also known as |
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English | MINIMAL VARIANCE HEDGING FOR INSIDER TRADING |
scientific article; zbMATH DE number 5274475 |
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MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (English)
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14 May 2008
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forward integral
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Malliavin calculus
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minimal variance
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insider hedging
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mean-variance insider hedging
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