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Frank Bosserhoff
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Information Diffusion
Diffusion Models
Transaction Costs
Laplace Transform
Top Venues
SIAM J. Financial Math.
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Publications
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Frank Bosserhoff
,
Mitja Stadje
Robustness of Delta Hedging in a Jump-Diffusion Model.
SIAM J. Financial Math.
14 (2) (2023)