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Option Pricing, Interest Rates and Risk Management
A Guided Tour through Quadratic Hedging Approaches
edited_book
Author(s):
M. Schweizer
Editor(s):
E. Jouini
,
J. Cvitanic
,
Marek Musiela
Publication date
(Online):
2009
Publisher:
Cambridge University Press
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oa repository (via OAI-PMH doi match)
oa repository (via OAI-PMH title and first author match)
oa repository (via OAI-PMH title and first author match)
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Author and book information
Book Chapter
Pages
: 538-574
DOI:
10.1017/CBO9780511569708.016
SO-VID:
976fd6ef-66d6-44ed-b29b-bda5019477a0
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Book chapters
pp. 3
Arbitrage Theory
pp. 67
American Options: Symmetry Properties
pp. 105
Purely Discontinuous Asset Price Processes
pp. 185
Monte Carlo Methods for Security Pricing
pp. 314
Infinite Dimensional Diffusions, Kolmogorov Equations and Interest Rate Models
pp. 399
Credit Risk Modelling: Intensity Based Approach
pp. 458
Towards a Theory of Volatility Trading
pp. 509
Numerical Comparison of Local Risk-Minimisation and Mean-Variance Hedging
pp. 577
Theory of Portfolio Optimization in Markets with Frictions
pp. 632
Bayesian Adaptive Portfolio Optimization
pp. 538
A Guided Tour through Quadratic Hedging Approaches
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