Optimal hedging strategies on asymmetric functions (Q3400022): Difference between revisions
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Latest revision as of 08:57, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging strategies on asymmetric functions |
scientific article |
Statements
Optimal hedging strategies on asymmetric functions (English)
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18 January 2010
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mathematical finance
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incomplete market
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convex function
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semimartingale
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stochastic integral
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