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~isPartOf:"Applied mathematical finance"
~isPartOf:"Computational economics"
~isPartOf:"NBER working paper series"
~person:"Becherer, Dirk"
~person:"Bouzianis, George"
~person:"Goard, Joanna"
~subject:"ARCH-Modell"
~subject:"Derivat"
~subject:"Kapitaleinkommen"
~subject:"Risiko"
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Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
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A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
Saved in:
3
Optimal weak static hedging of equity and credit risk using derivatives
Becherer, Dirk
;
Ward, Ian
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003975242
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