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Discontinuous Continuity Approximations Hedging the Next Move

20260 citationsPreprintgreen Open Access

Authors

Dilip B. Madan · Smith Institute

Lorenzo Torricelli · University of Bologna

King Wang · Royal Bank of Canada

Topics & Keywords

Stochastic processes and financial applications Capital Investment and Risk Analysis Financial Markets and Investment Strategies

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.6325098

Discontinuous Continuity Approximations Hedging the Next Move | Researchclopedia