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Bocconi University - Department of Finance
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project finance, contractual arrangements, long-term contracts, loan pricing, capital
project finance, contractual arrangements, long-term contracts
Collateralized Debt Obligations, Project Finance
option pricing, hedging error bounds, optimal approximate hedging, energy inequality, parabolic PDE, model uncertainty, robustness, diffusion approximation, approximate hedging, mis-specified diffusion models
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Index tracing, replica, stock index, factor models
collateralised debt obligations, project finance
