Pricing and hedging gap risk (Q5411502)
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scientific article; zbMATH DE number 6287656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging gap risk |
scientific article; zbMATH DE number 6287656 |
Statements
Pricing and hedging gap risk (English)
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23 April 2014
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gap risk
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gap option
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exponential Lévy model
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quadratic hedging
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Lévy copula
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