Hedging Large Portfolios of Options in Discrete Time* (Q3523655)
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English | Hedging Large Portfolios of Options in Discrete Time* |
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Hedging Large Portfolios of Options in Discrete Time* (English)
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5 September 2008
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option hedging
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discrete time
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preference free valuation
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hedging errors
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cross-sectional hedging
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static hedging
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