Dynamic complex hedging in additive markets (Q2994843): Difference between revisions
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Revision as of 15:25, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic complex hedging in additive markets |
scientific article |
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Dynamic complex hedging in additive markets (English)
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29 April 2011
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incomplete markets
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mathematics of finance
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derivatives hedging
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insider trading
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exotic options
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Lévy process
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optimization
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portfolio optimization
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