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Robust Hedging of path-dependent options using a min-max algorithm

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Banerjee, Purba, Iyer, Srikanth, Jain, Shashi
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Mathematical Finance Optimization and Control Probability Risk Management
Accesso online:	Acceder al recurso
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