Dynamic programming and mean‐variance hedging in discrete time (Q4676169)
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scientific article; zbMATH DE number 2164320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming and mean‐variance hedging in discrete time |
scientific article; zbMATH DE number 2164320 |
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Dynamic programming and mean‐variance hedging in discrete time (English)
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3 May 2005
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characteristic function
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downside risk
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KST distribution
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