Jumping hedges on the strength of the Mellin transform (Q2143532)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumping hedges on the strength of the Mellin transform |
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Jumping hedges on the strength of the Mellin transform (English)
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31 May 2022
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financial derivatives
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hedging
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trading strategy
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jump-diffusion process
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Mellin transform
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partial integro-differential equation
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