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~isPartOf:"Applied mathematical finance"
~isPartOf:"Computational economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Muni, Adviti"
~subject:"ARCH-Modell"
~subject:"Derivat"
~subject:"Kapitaleinkommen"
~subject:"Risiko"
~subject:"Theorie"
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Optimal hedging strategies for misspecified asset price models
Ahn, Hyungsok
;
Muni, Adviti
;
Swindle, Glen H.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001490690
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Misspecified asset price models and robust hedging strategies
Ahn, Hyungsok
- In:
Applied mathematical finance
4
(
1997
)
1
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pp. 21-36
Persistent link: https://www.econbiz.de/10001226765
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