Approximate hedging of options under jump-diffusion processes (Q5265239)
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scientific article; zbMATH DE number 6463512
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| English | Approximate hedging of options under jump-diffusion processes |
scientific article; zbMATH DE number 6463512 |
Statements
APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (English)
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23 July 2015
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incomplete markets
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jump-diffusion
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hedge portfolios
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0.8375058174133301
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0.8059049844741821
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