An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539): Difference between revisions

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+https://doi.org/10.1080/14697688.2010.494613
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+W3121396708
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+Small transaction cost asymptotics and dynamic hedging
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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