EFFICIENT HEDGING OF PATH-DEPENDENT OPTIONS.
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| Title: | EFFICIENT HEDGING OF PATH-DEPENDENT OPTIONS. |
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| Authors: | KOLKIEWICZ, ADAM W.1 |
| Source: | International Journal of Theoretical & Applied Finance. Aug2016, Vol. 19 Issue 5, p-1. 27p. |
| Database: | Mathematics Source |
| ISSN: | 02190249 |
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| DOI: | 10.1142/S0219024916500321 |