On the choice between two delta-hedging strategies
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Publication:272214
DOI10.1007/S10203-016-0172-6zbMath1398.91331OpenAlexW3123329347MaRDI QIDQ272214
Publication date: 20 April 2016
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-016-0172-6
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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