Hedging exotic derivatives through stochastic optimization (Q1274222)
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scientific article; zbMATH DE number 1238274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging exotic derivatives through stochastic optimization |
scientific article; zbMATH DE number 1238274 |
Statements
Hedging exotic derivatives through stochastic optimization (English)
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12 January 1999
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hedging financial instruments
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stochastic optimization
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decomposition
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