RISKY OPTIONS SIMPLIFIED (Q3523514)

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RISKY OPTIONS SIMPLIFIED
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    Statements

    title
    RISKY OPTIONS SIMPLIFIED (English)
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    publication date
    3 September 2008
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    zbMATH Keywords
    option pricing
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    mean-variance hedging
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    variance-optimal martingale measure
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    minimal martingale measure
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    risky options
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    author
    Martin Schweizer
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    Identifiers

    zbMATH DE Number
    5320082
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