Delta hedging in discrete time under stochastic interest rate (Q2349604)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Delta hedging in discrete time under stochastic interest rate |
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Delta hedging in discrete time under stochastic interest rate (English)
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17 June 2015
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Laplace transform
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incomplete markets
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Delta hedging
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contingent claim
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stochastic interest rates
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