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Search: subject:"asymptotic hedging error"
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Maximum entropy evaluation of
asymptotic
hedging
error
under a generalised jump-diffusion model
Fard, Farzad Alavi
;
Doko Tchatoka, Firmin
; …
- In:
Journal of Risk and Financial Management
14
(
2021
)
3
,
pp. 1-19
derive the
asymptotic
hedging
error
for options under a generalised jump-diffusion model with kernel bias, which nests a …
Persistent link: https://www.econbiz.de/10012611654
Saved in:
2
Maximum entropy evaluation of
asymptotic
hedging
error
under a generalised jump-diffusion model
Fard, Farzad Alavi
;
Doko Tchatoka, Firmin
; …
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
3/97
,
pp. 1-19
derive the
asymptotic
hedging
error
for options under a generalised jump-diffusion model with kernel bias, which nests a …
Persistent link: https://www.econbiz.de/10012484861
Saved in:
3
Maximum entropy evaluation of
asymptotic
hedging
error
under a generalised jump-diffusion model
Fard, Farzad Alavi
;
Doko Tchatoka, Firmin
; …
-
2015
Persistent link: https://www.econbiz.de/10011502469
Saved in:
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