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~institution:"University of Bonn, Germany"
~subject:"Intrinsic value"
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Intrinsic value
hedging
7
Hedging
6
incomplete markets
3
Arbitrage
2
Contingent claim
2
Model misspecification
2
Option Pricing
2
arbitrage
2
martingale measure
2
option pricing
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Barrier-Optionen
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Black-Scholes Model
1
Contingent claims
1
Continuously trade futures contracts
1
Currency options
1
Discrete-time Risk-minimizing Hedging Strategies
1
Doob-Meyer decomposition
1
Dynamic Hedging
1
Feedback Effects
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Financial and future markets
1
Financial hedging
1
Financial market
1
Financial mathematics
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Frictionless continuous trading
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Hedging contingent claims
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Hedging problem
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Incomplete markets
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Informational asymmetry
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Interest Rate
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Interest rate options
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Martingale
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Martingale Measure
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Mean variance criterion
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Minimum return guarantee
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Modigliani-Miller theorem
1
Net Loss
1
Non-redundant con- tingent claims
1
Optimal strategies
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Option pricing
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Undetermined
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Schweizer, Martin
2
Foellmer, Hans
1
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University of Bonn, Germany
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Discussion Paper Serie B
2
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RePEc
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Mean variance
hedging
for general claims
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005001476
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2
Hedging
of contingent claims under incomplete information
Foellmer, Hans
;
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028424
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