ELS pricing and hedging in a fractional Brownian motion environment (Q2128261)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ELS pricing and hedging in a fractional Brownian motion environment |
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ELS pricing and hedging in a fractional Brownian motion environment (English)
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21 April 2022
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equity-linked security
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fractional Brownian motion
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pricing
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calibration
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delta hedging
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