A profitable modification to global quadratic hedging (Q2002668)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A profitable modification to global quadratic hedging |
scientific article |
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A profitable modification to global quadratic hedging (English)
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12 July 2019
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risk management
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variance-optimal hedging
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mean-variance hedging
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global risk-minimization
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LEAPS
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