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Exploding hedging errors for digital options |
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| Authors: | Christoph Gallus |
| Institution: | (1) Deutsche Bank AG, Equities, Global Equity Derivatives, D-60325 Frankfurt am Main, Germany , DE |
| Abstract: | |
| Keywords: | :Option pricing digital option hedging hedging error JEL classification: G12 G13 Mathematics Subject Classification (1991): 60G99 90A60 |
| 本文献已被 SpringerLink 等数据库收录！ | |