A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete-time hedging framework with multiple factors and fat tails: on what matters |
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A discrete-time hedging framework with multiple factors and fat tails: on what matters (English)
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1 February 2023
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option hedging
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risk-minimization
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affine models
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multi-component volatility
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exponential-affine pricing kernels
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