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A model-free approach to delta hedging
Abstract
See http://hal.inria.fr/inria-00479824/en/ for a slightly more elaborate version.Delta hedging; trends; quick fluctuations; abrupt changes; jumps; tracking control; model-free controlSimilar works
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Research Papers in Economics
Provided a free PDFLast time updated on 7/6/2012View original full text link
This paper was published in Research Papers in Economics.
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