Optimal hedging through limit orders (Q2816625)
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scientific article; zbMATH DE number 6619208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging through limit orders |
scientific article; zbMATH DE number 6619208 |
Statements
Optimal hedging through limit orders (English)
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25 August 2016
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hedging
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limit orders
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martingales
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stochastic dynamic programming
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