Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding the dual formulation for the hedging of path-dependent options with price impact |
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Understanding the dual formulation for the hedging of path-dependent options with price impact (English)
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5 September 2022
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Dupire derivative
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market impact
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second order BSDEs
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