GARCH options via local risk minimization (Q2873537): Difference between revisions
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Revision as of 08:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH options via local risk minimization |
scientific article |
Statements
GARCH options via local risk minimization (English)
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24 January 2014
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GARCH models
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hedging techniques
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methodology of optimal hedging
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incomplete markets
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