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Optimal hedging of a perpetual American put with a single trade

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cai, Cheng, De Angelis, Tiziano, Palczewski, Jan
Format:	Preprint
Published:	2020
Subjects:	Mathematical Finance Probability 91G10, 91G80, 60J60, 35R35
Online Access:	Acceder al recurso
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