Robustness of option prices and their deltas in markets modelled by jump-diffusions (Q2787474)
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scientific article; zbMATH DE number 6549895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of option prices and their deltas in markets modelled by jump-diffusions |
scientific article; zbMATH DE number 6549895 |
Statements
4 March 2016
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Robustness of option prices and their deltas in markets modelled by jump-diffusions (English)
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