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Robust Hedging of Options on Local Time
Author(s) -
Julien Claisse,
Gaoyue Guo,
Pierre HenryLabordère
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2692982
Subject(s) - econometrics , business , economics

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