Buyer's quantile hedge portfolios in discrete-time trading (Q5397414): Difference between revisions

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scientific article; zbMATH DE number 6260367
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Buyer's quantile hedge portfolios in discrete-time trading
scientific article; zbMATH DE number 6260367

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    Buyer's quantile hedge portfolios in discrete-time trading (English)
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    20 February 2014
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    asset pricing
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    optimization
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    risk management
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    American-style derivative securities
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