Robust Hedging of Barrier Options
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Publication:2757315
DOI10.1111/1467-9965.00116zbMath1047.91024OpenAlexW2048594534MaRDI QIDQ2757315
L. C. G. Rogers, Haydyn Brown, David G. Hobson
Publication date: 26 November 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00116
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