Option pricing and hedging with minimum local expected shortfall (Q4610270)
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scientific article; zbMATH DE number 7002160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and hedging with minimum local expected shortfall |
scientific article; zbMATH DE number 7002160 |
Statements
15 January 2019
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option pricing
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hedging
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Monte-Carlo
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Option pricing and hedging with minimum local expected shortfall (English)
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