Duality in static hedging of barrier options (Q3625230)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality in static hedging of barrier options |
scientific article |
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Duality in static hedging of barrier options (English)
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12 May 2009
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duality
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static hedging
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barrier options
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semi-infinite optimization
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