A note on delta hedging in markets with jumps

A note on delta hedging in markets with jumps

Mijatovi , A., Urusov, M.
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Volume:
79
Language:
english
Journal:
IMA Journal of Applied Mathematics
DOI:
10.1093/imamat/hxs065
Date:
April, 2014
File:
PDF, 240 KB
english, 2014
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