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Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference

Fuente: arXiv

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Bibliographic Details
Main Authors:	Rakshit, Agni, Bandyopadhyay, Gautam, Chakraborty, Tanujit
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Pricing of Securities Risk Management
Online Access:	Acceder al recurso
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