"On Suboptimality of Delta Hedging for Asian Options."

Adam W. Kolkiewicz (2015)

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DOI: 10.1137/130914760

access: closed

type: Journal Article

metadata version: 2017-05-17

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Adam W. Kolkiewicz:
On Suboptimality of Delta Hedging for Asian Options. SIAM J. Financial Math. 6(1): 352-385 (2015)

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