Curved Greeks: A Geometric Layer for Option P&L Adjustments

Fuente: arXiv

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Bibliographic Details
Main Authors:	Velasco, Pedro Pablo Pérez, Lu, Mengjue, Arrieta, Daniel
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance 91G20, 91G60, 53B20, 62P05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.14438