Author： Bossaerts P. Hillion P.
Publisher： Elsevier
ISSN： 1386-4181
Source： Journal of Financial Markets, Vol.6, Iss.4, 2003-08, pp. : 573-605
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
Pricing Derivatives in Zone Model
By Fujita T.
Financial Engineering and the Japanese Markets, Vol. 9, Iss. 3-4, 2002-01 ,pp. :
Access to resources
Recommend
Quadratic hedging for asset derivatives with discrete stochastic dividends
By Battauz A.
Insurance: Mathematics and Economics, Vol. 32, Iss. 2, 2003-04 ,pp. :
Pricing and hedging guaranteed annuity options via static option replication
By Pelsser A.
Insurance: Mathematics and Economics, Vol. 33, Iss. 2, 2003-10 ,pp. :