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An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading and Transaction Costs
Economy & Finance An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading ...

1. An Approximate Distribution of Delta-Hedging Errors in aJump-Diusion Model with Discrete Trading and TransactionCostsArtur SeppBank of America Merrill [email protected]…

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