A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184): Difference between revisions
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scientific article
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English | A note on the hedging of options by Malliavin calculus in a jump-diffusion market |
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A note on the hedging of options by Malliavin calculus in a jump-diffusion market (English)
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22 March 2019
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hedging of option
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locally risk minimizing approach
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Malliavin calculus
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Clark-Ocone formula
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jump-diffusion model
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