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~isPartOf:"Applied mathematical finance"
~isPartOf:"Mathematical Finance, 2008, 18(3), 473-492"
~language:"eng"
~person:"Carr, Peter"
~person:"Kallsen, Jan"
~subject:"robust hedging"
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Mathematical Finance, 2008, 18(3), 473-492
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Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
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