Optimal hedging of variance derivatives
Year of publication: |
2014
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Authors: | Crosby, John |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 1/3, p. 150-180
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Subject: | finance | derivatives | incomplete markets | optimal hedging | asset pricing theory | Hedging | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | CAPM |
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