Dynamic Conic Hedging for Competitiveness
Copyright policy )Dynamic Conic Hedging for Competitiveness
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- Imperial College London United Kingdom
- KU Leuven Belgium
- Katholieke Universiteit Leuven Belgium
- University of Maryland, College Park United States
- University of Maryland, College Park United States
Mathematics, Interdisciplinary Applications, 330, Economics, VALUATION, Social Sciences, Mathematical Sciences, variance gamma model, Distorted expectation, Derivative securities (option pricing, hedging, etc.), distorted expectation, TRANSACTION COSTS, Business & Economics, Risk theory, insurance, STATE VARIABLES, Business, Interdisciplinary Applications, static and semi-static hedging, CONVEX RISK MEASURES, INCOMPLETE MARKETS, Variance gamma model, nonlinear expectation, Science & Technology, DISCRETE-TIME, Nonlinear expectation, CONTINUOUS-TIME, ARBITRAGE, Mathematical Methods, Social Sciences, Mathematical Methods, Business, Finance, OPTIONS, PORTFOLIO SELECTION, Physical Sciences, Static and semi static hedging, Finance, Mathematics, Mathematical Methods In Social Sciences
Mathematics, Interdisciplinary Applications, 330, Economics, VALUATION, Social Sciences, Mathematical Sciences, variance gamma model, Distorted expectation, Derivative securities (option pricing, hedging, etc.), distorted expectation, TRANSACTION COSTS, Business & Economics, Risk theory, insurance, STATE VARIABLES, Business, Interdisciplinary Applications, static and semi-static hedging, CONVEX RISK MEASURES, INCOMPLETE MARKETS, Variance gamma model, nonlinear expectation, Science & Technology, DISCRETE-TIME, Nonlinear expectation, CONTINUOUS-TIME, ARBITRAGE, Mathematical Methods, Social Sciences, Mathematical Methods, Business, Finance, OPTIONS, PORTFOLIO SELECTION, Physical Sciences, Static and semi static hedging, Finance, Mathematics, Mathematical Methods In Social Sciences
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