EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590)
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English | 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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