Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576): Difference between revisions

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+Coherent Measures of Risk
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+Processes of normal inverse Gaussian type
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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