Option pricing under residual risk and imperfect hedging (Q2338861): Difference between revisions
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Revision as of 02:02, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under residual risk and imperfect hedging |
scientific article |
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Option pricing under residual risk and imperfect hedging (English)
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27 March 2015
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residual risk
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scaling
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option pricing
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imperfect hedging
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asymptotic approach
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