Optimal weak static hedging of equity and credit risk using derivatives (Q3565097)
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scientific article; zbMATH DE number 5713107
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| English | Optimal weak static hedging of equity and credit risk using derivatives |
scientific article; zbMATH DE number 5713107 |
Statements
Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (English)
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27 May 2010
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static hedging
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minimum variance hedging
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displaced diffusion
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stochastic volatility
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calibration
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convertible bond
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0.80508953332901
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0.7894477844238281
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0.7820886969566345
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0.7801451086997986
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