Buyer's quantile hedge portfolios in discrete-time trading (Q5397414)
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scientific article; zbMATH DE number 6260367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Buyer's quantile hedge portfolios in discrete-time trading |
scientific article; zbMATH DE number 6260367 |
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Buyer's quantile hedge portfolios in discrete-time trading (English)
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20 February 2014
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asset pricing
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optimization
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risk management
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American-style derivative securities
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