The Risk of Optimal, Continuously Rebalanced Hedging...

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The Risk of Optimal, Continuously Rebalanced Hedging Strategies and It's Efficient Evaluation via Fourier Transform

Cerny, Ales
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Year:
2002
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.559417
File:
PDF, 404 KB
english, 2002
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