A numerically efficient closed-form representation of...

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A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus

Arai, Takuji, Imai, Yuto
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Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2018.1506259
Date:
August, 2018
File:
PDF, 1.71 MB
english, 2018
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