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Hedging of exotic options in Hawkes jump-diffusion models by Malliavin calculus

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Ahmadi, Ayub, Tahmasebi, Mahdieh
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability 60H07, 91G20, 65c30
Accesso online:	Acceder al recurso
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