Market Volatility and Feedback Effects from Dynamic Hedging
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Publication:2707184
DOI10.1111/1467-9965.00036zbMath1020.91023OpenAlexW2260927677MaRDI QIDQ2707184
Rüdiger Frey, Alexander Stremme
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00036
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