On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models

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Publication:1684777

DOI10.1007/s13160-017-0268-6zbMath1386.91133arXiv1610.09085OpenAlexW2543932547WikidataQ115601124 ScholiaQ115601124MaRDI QIDQ1684777

Takuji Arai, Yuto Imai

Publication date: 12 December 2017

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09085




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