The cheapest hedge. (Q1864980)
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scientific article; zbMATH DE number 1886844
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The cheapest hedge. |
scientific article; zbMATH DE number 1886844 |
Statements
The cheapest hedge. (English)
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23 March 2003
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super-replicating portfolio
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portfolio insurance
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hedging
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portfolio dominance
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ordered vector spaces
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convex cones
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