Tractable Hedging - An Implementation of Robust Hedging Strategies
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KeywordsStochastic volatility; robust hedging; tractable hedging; superhedging; model misspecification; incomplete markets;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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