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Two results on dynamic extensions of deviation measures
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 531-540
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- June 2020
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Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 865-879
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- December 2007
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