Hedging Strategy with Langevin Evolution.

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