HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING BY SEQUENTIAL REGRESSIONS REVISITED |
scientific article |
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HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (English)
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7 December 2009
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option
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hedging
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trading strategy
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sequential regression
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opportunity-neutral measure
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Sharpe ratio
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