Dynamic complex hedging in additive markets (Q2994843): Difference between revisions

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Latest revision as of 23:41, 3 July 2024

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Dynamic complex hedging in additive markets
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    Dynamic complex hedging in additive markets (English)
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    29 April 2011
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    incomplete markets
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    mathematics of finance
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    derivatives hedging
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    insider trading
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    exotic options
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    Lévy process
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    optimization
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    portfolio optimization
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