Comparison of local risk minimization and delta hedging...

Comparison of local risk minimization and delta hedging strategy for exponential Lévy models

Imai, Yuto, Arai, Takuji
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Volume:
7
Year:
2015
Language:
english
Journal:
JSIAM Letters
DOI:
10.14495/jsiaml.7.77
File:
PDF, 148 KB
english, 2015
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