Robust static hedging of barrier options in stochastic volatility models (Q1044210): Difference between revisions

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Latest revision as of 07:31, 2 July 2024

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Robust static hedging of barrier options in stochastic volatility models
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    Robust static hedging of barrier options in stochastic volatility models (English)
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    11 December 2009
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    robust optimization
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    static hedging
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    barrier options
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    stochastic volatility
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