Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804)

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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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