Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconvex optimization for pricing and hedging in imperfect markets |
scientific article |
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Nonconvex optimization for pricing and hedging in imperfect markets (English)
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17 April 2008
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global optimization
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pseudoarbitrage
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spread reduction
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balance point
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sensitivity
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0.93304753
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0.8921064
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0.8842387
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0.8839414
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0.8832338
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0.8766715
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