Evaluating the hedging error in price processes with jumps present (Q896579)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating the hedging error in price processes with jumps present |
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Evaluating the hedging error in price processes with jumps present (English)
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10 December 2015
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hedging strategy
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threshold variation
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realized bipower variation
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quadratic variation
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volatility
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jump diffusion
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variation of time
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