Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging strategies for discretely monitored Asian options under Lévy processes |
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Hedging strategies for discretely monitored Asian options under Lévy processes (English)
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11 March 2014
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Asian options
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Lévy processes
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Föllmer-Schweizer decomposition
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Kunita-Watanabe decomposition
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variance-optimal hedging
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