HEDGING STRATEGY WITH LANGEVIN EVOLUTION (Q4522661)
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scientific article; zbMATH DE number 1548410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING STRATEGY WITH LANGEVIN EVOLUTION |
scientific article; zbMATH DE number 1548410 |
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HEDGING STRATEGY WITH LANGEVIN EVOLUTION (English)
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23 October 2001
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price fluctuations
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Langevin equation
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Lévy distribution
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