Using the Donsker delta function to compute hedging strategies
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Publication:5935612
DOI10.1023/A:1011259820029zbMath0993.91022OpenAlexW55231220MaRDI QIDQ5935612
Jan Obøe, Knut Kristian Aase, Bernt Øksendal
Publication date: 2 January 2002
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011259820029
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