Evaluating discrete dynamic strategies in affine models (Q4683013)
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scientific article; zbMATH DE number 6939223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating discrete dynamic strategies in affine models |
scientific article; zbMATH DE number 6939223 |
Statements
Evaluating discrete dynamic strategies in affine models (English)
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19 September 2018
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hedging errors
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trading strategies
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incomplete markets
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multi-factor models
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derivatives hedging
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