Measuring the error of dynamic hedging : a Laplace transform approach
Year of publication: |
2010
|
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Authors: | Angelini, Flavio ; Herzel, Stefano |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/10, 2, p. 47-72
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Subject: | Hedging | Theorie | Theory | Messung | Measurement |
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