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Differential geometry / Affine geometry / Connection / Mathematical finance / Options / Stochastic volatility


Discrete time hedging Ingredients Results Heston model Discrete Dynamic Strategies in Affine Models
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Document Date: 2010-06-20 13:17:49


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Affine Models Stefano Herzel University of Rome / /

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University of Rome / /

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Setting I Let / /

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General / Models Discrete time hedging Ingredients Results Heston model General / Affine Models Discrete time hedging Ingredients Results Heston model / model / /

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