Simplified hedge for path-dependent derivatives (Q2836214)
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scientific article; zbMATH DE number 6662232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified hedge for path-dependent derivatives |
scientific article; zbMATH DE number 6662232 |
Statements
8 December 2016
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derivatives pricing
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derivatives hedging
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path-dependent derivatives
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semi-static replication
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Simplified hedge for path-dependent derivatives (English)
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