Asymptotic analysis of hedging errors in models with jumps (Q1019621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of hedging errors in models with jumps |
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Asymptotic analysis of hedging errors in models with jumps (English)
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4 June 2009
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discrete hedging
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weak convergence
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Lévy process
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