EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590)

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EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
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    EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (English)
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    8 February 2006
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    delta hedging
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    weak convergence
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    incomplete market
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    model uncertainty
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    nonparametric regression
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