THE HEDGING STRATEGY FOR ASIAN OPTION (Q5042989)
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scientific article; zbMATH DE number 7607813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE HEDGING STRATEGY FOR ASIAN OPTION |
scientific article; zbMATH DE number 7607813 |
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THE HEDGING STRATEGY FOR ASIAN OPTION (English)
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26 October 2022
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hedging strategy
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Asian option
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stochastic differential equations
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Brownian motion
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Black-Scholes model
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