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Sensitivity analysis of path-dependent options in an incomplete market with pathwise functional Ito calculus

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Nkosi, Siboniso Confrence, Mhlanga, Farai Julius
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability 60H07, 60G5, 60G51, 60H35
Accesso online:	Acceder al recurso
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