The cheapest hedge. (Q1864980)

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scientific article; zbMATH DE number 1886844
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English
The cheapest hedge.
scientific article; zbMATH DE number 1886844

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    The cheapest hedge. (English)
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    23 March 2003
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    super-replicating portfolio
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    portfolio insurance
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    hedging
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    portfolio dominance
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    ordered vector spaces
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    convex cones
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