Scaling Limits for Exponential Hedging in the Brownian Framework

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dolinksy, Yan, Zhang, Xin
Format:	Preprint
Published:	2025
Subjects:	Probability Optimization and Control Mathematical Finance Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.17186