Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of quadratic hedging strategies in finance via Fourier transforms |
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Robustness of quadratic hedging strategies in finance via Fourier transforms (English)
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21 December 2015
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Lévy processes
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options
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quadratic hedging
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Fourier transforms
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robustness
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