Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit formulas for the minimal variance hedging strategy in a martingale case |
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Explicit formulas for the minimal variance hedging strategy in a martingale case (English)
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26 April 2010
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incomplete markets
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hedging
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contingent claim
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variance-optimal hedging
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