Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test

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Publication:2390405

DOI10.1016/j.matcom.2009.02.013zbMath1168.62097OpenAlexW1977376644MaRDI QIDQ2390405

Ming-Yuan Leon Li

Publication date: 22 July 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2009.02.013



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