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A note comprising a negative resolution of the Efficient Market Hypothesis
negative resolution Efficient Market Hypothesis
2010/12/13
This note comprises a negative resolution of the Efficient Market Hypothesis.
Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market
Hedging strategies minimal variance portfolios European Levy market
2010/12/13
This paper presents hedging strategies for European and exotic options in a Levy market. By applying Taylor's Theorem, dynamic hedging portfolios are con- structed under different market assumptions, ...