Robust hedging of options on a leveraged exchange traded fund (Q670750)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust hedging of options on a leveraged exchange traded fund |
scientific article |
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Robust hedging of options on a leveraged exchange traded fund (English)
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20 March 2019
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leveraged exchange traded fund
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optimal Skorokhod embedding problem
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monotonicity principle
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robust pricing and hedging
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