Discrete hedging in the mean/variance model for European call options (Q1694668)
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scientific article; zbMATH DE number 6834896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete hedging in the mean/variance model for European call options |
scientific article; zbMATH DE number 6834896 |
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Discrete hedging in the mean/variance model for European call options (English)
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6 February 2018
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variance model
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European call options
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portfolio
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