Hedging Strategy with Langevin Evolution.
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| Title: | Hedging Strategy with Langevin Evolution. |
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| Authors: | Mariani, S., Rotundo, G., Tirozzi, B. |
| Source: | International Journal of Theoretical & Applied Finance. Jul2000, Vol. 3 Issue 3, p553. 4p. |
| Database: | Mathematics Source |
| ISSN: | 02190249 |
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| DOI: | 10.1142/S0219024900000553 |