Efficient hedging of path-dependent options (Q2816961)
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scientific article; zbMATH DE number 6619843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient hedging of path-dependent options |
scientific article; zbMATH DE number 6619843 |
Statements
26 August 2016
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hedging
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shortfall risk
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path-dependent options
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Efficient hedging of path-dependent options (English)
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