HEDGING WITH ENERGY
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Publication:5455260
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Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3505982 (Why is no real title available?)
- scientific article; zbMATH DE number 1517499 (Why is no real title available?)
- Estimating equations based on eigenfunctions for a discretely observed diffusion process
- Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
- LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION TO MARKET VOLATILITY SMILES
- Residual risks and hedging strategies in Markovian markets
- Robustness of the Black and Scholes Formula
- Towards a theory of volatility trading
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