"Static Hedging under Time-Homogeneous Diffusions."

Peter Carr, Sergey Nadtochiy (2011)

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DOI: 10.1137/100818303

access: closed

type: Journal Article

metadata version: 2017-09-16

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Peter Carr, Sergey Nadtochiy:
Static Hedging under Time-Homogeneous Diffusions. SIAM J. Financial Math. 2(1): 794-838 (2011)

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