Minimal-variance hedging in large financial markets: random fields approach (Q3405552)
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scientific article; zbMATH DE number 5668390
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| English | Minimal-variance hedging in large financial markets: random fields approach |
scientific article; zbMATH DE number 5668390 |
Statements
Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (English)
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10 February 2010
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bond market
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large market
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martingale random field
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minimal variance hedging
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random field
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stochastic integral
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stochastic derivative
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0.8438639044761658
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0.7608163952827454
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0.7584842443466187
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0.756561815738678
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0.7548704147338867
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