Hedging of Options with a Given Probability (Q4252982)
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scientific article; zbMATH DE number 1307581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of Options with a Given Probability |
scientific article; zbMATH DE number 1307581 |
Statements
Hedging of Options with a Given Probability (English)
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23 June 1999
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financial mathematics
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martingales
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contingent claims
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likelihood ratio
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quantile hedging
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American options
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