![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Iron Yonatan Kifer Yuri
Publisher: Taylor & Francis Ltd
ISSN: 1744-2508
Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.83, Iss.4-6, 2011-08, pp. : 365-404
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
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Hedging Large Portfolios of Options in Discrete Time
By Peeters B. Dert C. L. Lucas A.
Applied Mathematical Finance, Vol. 15, Iss. 3, 2008-06 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
L2-discrete hedging in a continuous-time model
By Trabelsi Faouzi Trad Abdelhamid
Applied Mathematical Finance, Vol. 9, Iss. 3, 2002-09 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Optimal Quantization for the Pricing of Swing Options
By Bardou Olivier Bouthemy Sandrine Pages Gilles
Applied Mathematical Finance, Vol. 16, Iss. 2, 2009-01 ,pp. :