Hedging processes for catastrophe options (Q457624)
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scientific article; zbMATH DE number 6349086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging processes for catastrophe options |
scientific article; zbMATH DE number 6349086 |
Statements
Hedging processes for catastrophe options (English)
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29 September 2014
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CAT options
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Girsanov's theorem
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hedging strategies
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Itō's formula
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minimal risk
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