Enhancing hedging performance with the spanning polynomial projection (Q3539545)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhancing hedging performance with the spanning polynomial projection |
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Enhancing hedging performance with the spanning polynomial projection (English)
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18 November 2008
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hedging with utility-based preferences
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implementation of optimal hedging
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derivatives hedging
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hedging techniques
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hedging errors
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trading costs
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forecasting ability
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forecasting applications
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