Hedging strategy of a contingent claim in incomplete market (Q3375008)
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scientific article; zbMATH DE number 5009282
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| English | Hedging strategy of a contingent claim in incomplete market |
scientific article; zbMATH DE number 5009282 |
Statements
1 March 2006
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Clark formula
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dynamic measure of risk
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0.858342707157135
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0.8463628888130188
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