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Quantile hedging

1999294 citationsJournal Article

Authors

Peter Leukert · Humboldt-Universität zu Berlin

Topics & Keywords

Stochastic processes and financial applications

Publication Details

Published in: Finance and Stochastics

Volume 3, Issue 3, pp. 251-273

DOI: 10.1007/s007800050062

Field-Weighted Citation Impact: 5.25

Quantile hedging | Researchclopedia