Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient hedging currency options in fractional Brownian motion model with jumps |
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Efficient hedging currency options in fractional Brownian motion model with jumps (English)
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17 August 2022
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efficient hedging
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european call option
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exchange option
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fractional Brownian motion
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jump noise
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