Hedging options under transaction costs and stochastic volatility (Q951343): Difference between revisions

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Latest revision as of 18:02, 28 June 2024

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Hedging options under transaction costs and stochastic volatility
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    Hedging options under transaction costs and stochastic volatility (English)
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    24 October 2008
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    option hedging
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    stochastic volatility
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    stochastic programming
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    computational finance
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    high-performance computing
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