Hedging of options in presence of jump clustering

D. Hainaut and Franck Moraux ()

No 2017012, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2017-01-01
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Working Paper: Hedging of options in presence of jump clustering (2018)
Working Paper: Hedging of options in the presence of jump clustering (2018)
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