Author: Pochart Benoit Bouchaud Jean-Philippe
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.4, Iss.5, 2004-10, pp. : 607-618
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Local Expected Shortfall-Hedging in Discrete Time
European Finance Review, Vol. 7, Iss. 1, 2003-01 ,pp. :
Multi-asset spread option pricing and hedging
By Li Minqiang Zhou Jieyun Deng Shi-Jie
Quantitative Finance, Vol. 10, Iss. 3, 2010-03 ,pp. :
Fast and realistic European ARCH option pricing and hedging
Quantitative Finance, Vol. 13, Iss. 5, 2013-05 ,pp. :
Option pricing under hybrid stochastic and local volatility
Quantitative Finance, Vol. 13, Iss. 8, 2013-08 ,pp. :