Hedging options under transaction costs and stochastic volatility (Q951343)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging options under transaction costs and stochastic volatility |
scientific article |
Statements
Hedging options under transaction costs and stochastic volatility (English)
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24 October 2008
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option hedging
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stochastic volatility
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stochastic programming
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computational finance
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high-performance computing
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