Hedging of the European option with nonsmooth payment function (Q2274555)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of the European option with nonsmooth payment function |
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Hedging of the European option with nonsmooth payment function (English)
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20 September 2019
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European option
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hedging scheme
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Clark stochastic integral
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