Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 19 (2012)
Issue (Month): 2 (May)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Additive models; Minimum variance hedging; Basket options; Multivariate derivatives; Smooth functions;
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