CVaR-minimising hedging by a smoothing method (Q4638512)
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scientific article; zbMATH DE number 6867059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR-minimising hedging by a smoothing method |
scientific article; zbMATH DE number 6867059 |
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CVaR-minimising hedging by a smoothing method (English)
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8 May 2018
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hedging
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CVaR-minimisation
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smoothing method
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