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Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy - MaRDI portal

Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy

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Publication:6502703

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zbMatharXiv:1004.4526MaRDI QIDQ6502703

Mats Brodén, Magnus Wiktorsson

Publication date: 1 January 1

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

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