A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS |
scientific article |
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A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (English)
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3 September 2008
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European options
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Taylor formula
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hedging strategy
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