Delta hedging strategies comparison (Q2464246)

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Delta hedging strategies comparison
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    title
    Delta hedging strategies comparison (English)
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    author
    Domenico De Giovanni
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    Sergio Ortobelli
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    Svetlozar T. Rachev
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    publication date
    10 December 2007
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    zbMATH DE Number
    5219144
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    zbMATH Keywords
    delta hedging
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    subordinated models
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    option pricing
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    stable motion
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    incomplete markets
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