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Revision as of 17:21, 5 March 2024

scientific article; zbMATH DE number 6981210
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English
The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments
scientific article; zbMATH DE number 6981210

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    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments (English)
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    19 November 2018
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    delta hedging
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    model uncertainty
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    volatility arbitrage
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