On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models (Q1684777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models |
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On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models (English)
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12 December 2017
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local risk-minimization
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delta hedging strategy
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fast Fourier transform
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exponential Lévy models
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