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Title:
Optimal discrete-time hedging with directional views, or how to make some money while hedging your option
Speaker:
Peter Tankov
Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405151622-Tankov.html
Workshop:
Birs- 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization