Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives |
scientific article |
Statements
Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (English)
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27 May 2010
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static hedging
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minimum variance hedging
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displaced diffusion
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stochastic volatility
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calibration
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convertible bond
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