Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models (Q1626427)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models |
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Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models (English)
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27 November 2018
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local risk minimization
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mean-variance hedging
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normal inverse Gaussian process
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fast Fourier transform
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