No label defined (Q4550916)
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scientific article; zbMATH DE number 1795849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1795849 |
Statements
15 January 2003
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option hedging
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volatility
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illiquid markets
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nonlinear Black-Scholes equation
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simulation study
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