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Quadratic Hedging of American Options Under GARCH Models

Fuente: Wiley Open Access

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Dettagli Bibliografici
Autori principali:	Junmei Ma, Chen Wang, Wei Xu
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2026
Soggetti:	Journal of Futures Markets
Accesso online:	Acceder al recurso
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