Corrections to the Prices of Derivatives due to Market Incompleteness (Q3004481)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corrections to the Prices of Derivatives due to Market Incompleteness |
scientific article |
Statements
Corrections to the Prices of Derivatives due to Market Incompleteness (English)
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3 June 2011
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price corrections
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risk tolerance
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stochastic volatility
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basis risk
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credit risk
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