EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590)
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scientific article; zbMATH DE number 5004613
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| English | EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH |
scientific article; zbMATH DE number 5004613 |
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EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (English)
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8 February 2006
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delta hedging
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weak convergence
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incomplete market
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model uncertainty
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nonparametric regression
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0.8213005065917969
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0.7976807355880737
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0.7963446378707886
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0.794141948223114
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0.794141948223114
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