OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS
Year of publication: |
2007
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---|---|
Authors: | Ales ; Ccaron ; ernĂ½ |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 17.2007, 2, p. 175-203
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Publisher: |
Wiley Blackwell |
Saved in:
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