Static hedging and pricing of exotic options with payoff frames
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Publication:5377186
DOI10.1111/MAFI.12184zbMath1411.91567OpenAlexW3126026110WikidataQ129419025 ScholiaQ129419025MaRDI QIDQ5377186
Shi-Jie Deng, Justin Lars Kirkby
Publication date: 23 May 2019
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12184
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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