VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING |
scientific article |
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VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (English)
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22 June 2005
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dynamic hedging
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wealth balance distribution
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moments
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backward equation
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convex probability bounds
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