Hedging efficiently under correlation (Q4555159): Difference between revisions
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scientific article; zbMATH DE number 6981273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging efficiently under correlation |
scientific article; zbMATH DE number 6981273 |
Statements
Hedging efficiently under correlation (English)
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19 November 2018
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hedging
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correlation
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credit value adjustment
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risk-aversion
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transaction costs
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