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
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. :
L2-discrete hedging in a continuous-time model
By Trabelsi Faouzi Trad Abdelhamid
Applied Mathematical Finance, Vol. 9, Iss. 3, 2002-09 ,pp. :
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. :