Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833)
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scientific article; zbMATH DE number 6396810
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| English | Optimal hedging when the underlying asset follows a regime-switching Markov process |
scientific article; zbMATH DE number 6396810 |
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Optimal hedging when the underlying asset follows a regime-switching Markov process (English)
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4 February 2015
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dynamic programming
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hedging
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risk management
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regime switching
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0.91267645
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0.8949867
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0.8927808
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0.8923703
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0.8921201
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