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zbMath1199.91191MaRDI QIDQ3402937

Chao Sun, Sheng-Hong Li

Publication date: 12 February 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulation optimal portfolio martingale approach delta hedging replication error

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Portfolio theory (91G10)

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