Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779): Difference between revisions

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Latest revision as of 17:28, 4 June 2024

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Stochastic integral representations, stochastic derivatives and minimal variance hedging
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    Stochastic integral representations, stochastic derivatives and minimal variance hedging (English)
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    7 April 2003
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    stochastic derivative
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    integral representation
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    Lévy process
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    minimal variance hedging
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