Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804)
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scientific article; zbMATH DE number 7572413
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| English | Efficient hedging currency options in fractional Brownian motion model with jumps |
scientific article; zbMATH DE number 7572413 |
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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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