Variance-optimal hedging for target volatility options (Q380555)

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Variance-optimal hedging for target volatility options
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    Variance-optimal hedging for target volatility options (English)
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    14 November 2013
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    variance-optimal hedging
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    target volatility options
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    Lévy processes
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    Föllmer-Schweizer decomposition
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    Galtchouk-Kunita-Watanabe decomposition
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