General Black-Scholes models accounting for increased market volatility from hedging strategies
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Publication:4541555
DOI10.1080/135048698334727zbMath1009.91023OpenAlexW2036185216MaRDI QIDQ4541555
K. Ronnie Sircar, George S. Papanicolaou
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/135048698334727
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