The European options hedge perfectly in a Poisson-Gaussian stock market model
Year of publication: |
2002
|
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Authors: | Mancini, C. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 9.2002, 2, p. 87-102
|
Subject: | Optionspreistheorie | Option pricing theory | Statistische Methode | Statistical method | Theorie | Theory |
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