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About mean-variance hedging with basis risk
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Lähdemäki, Sami
Published 2021
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Master's thesis
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Malliavin calculus
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backward stochastic differential equations
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capital market
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hedging
incomplete market
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1
matematiikka
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mathematics
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1
probability
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pääomamarkkinat
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todennäköisyys
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Matemaattis-luonnontieteellinen tiedekunta
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financial markets
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protecting oneself
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risk analysis
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risks
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