OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS |
scientific article |
Statements
OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (English)
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22 June 2005
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Option pricing
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hedging
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non-Gaussian processes
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