Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives

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Date: 2015-01-07 20:05:20 Exact solutions in general relativity Nonlinear system Structure Mathematical analysis Nature Systems theory Dynamical systems Bifurcation theory		Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives Add to Reading List Source URL: www.polyu.edu.hk Download Document from Source Website File Size: 46,93 KB Share Document on Facebook

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