Risk minimizing hedging for a partially observed high frequency data model (Q3426316): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimizing hedging for a partially observed high frequency data model |
scientific article |
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Risk minimizing hedging for a partially observed high frequency data model (English)
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8 March 2007
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high-frequency data
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hedging under restricted information
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risk minimizing hedging strategies
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marked point processes
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jump-diffusions
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filtering
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