Zhiyu Guo

Nankai University

94 Weijin Road

Tianjin, 300071

China

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Lattice-Based Hedging Schemes Under GARCH Models

Number of pages: 27 Posted: 06 May 2020 Last Revised: 10 Feb 2021

Maciej Augustyniak, Alexandru Badescu and Zhiyu Guo

University of Montreal - Department of Mathematics and Statistics, University of Calgary and Nankai University

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