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HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET
Wing Yan Yip, David Stephens, Sofia OlhedeVolume:
20
Year:
2010
Language:
english
Pages:
30
DOI:
10.1111/j.1467-9965.2010.00414.x
File:
PDF, 476 KB
english, 2010