Perfect option hedging and the hedge ratio (Q5899636): Difference between revisions
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank | |||
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Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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Property / cites work: Q4905685 / rank | |||
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Property / cites work: Semimartingales: A course on stochastic processes / rank | |||
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Property / cites work: Arbitrage pricing of contingent claims / rank | |||
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Latest revision as of 06:12, 11 July 2024
scientific article; zbMATH DE number 6525641
Language | Label | Description | Also known as |
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English | Perfect option hedging and the hedge ratio |
scientific article; zbMATH DE number 6525641 |
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Perfect option hedging and the hedge ratio (English)
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1 January 2016
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