Quant Letter: August 2024, Week-3
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Quant Letter: August 2024, Week-3
Weekly (59th Edition)
ArXiv
Finance
Hedging in Jump Diffusion: The study applies a jump-diffusion risky asset model to calculate the hedging strategy for a European call option, using a decision tree, table of values, and figures. (2024-08-20, shares: 6)
Causality Models for Financial Forecasting: A novel framework for financial time series forecasting is presented, using causa…
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