Cross hedging with stochastic correlation (Q1761431)
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scientific article; zbMATH DE number 6106797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross hedging with stochastic correlation |
scientific article; zbMATH DE number 6106797 |
Statements
Cross hedging with stochastic correlation (English)
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15 November 2012
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cross hedging
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incomplete markets
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correlation
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local risk minimisation
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BSDE
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