Rational hedging with a diversity of implied volatilities (Q6643152)
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scientific article; zbMATH DE number 7949236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rational hedging with a diversity of implied volatilities |
scientific article; zbMATH DE number 7949236 |
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Rational hedging with a diversity of implied volatilities (English)
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26 November 2024
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acceptability index
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distorted expectations
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convexity correction
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Laplace implied volatility
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