Claim pricing and hedging under market imperfections

F Mercurio

Research output: Types of ThesisDoctoral ThesisInternal

Original languageUndefined/Unknown
Awarding Institution
  • Erasmus University Rotterdam
Supervisors/Advisors
  • Vorst, Supervisor
Award date26 Sept 1996
Place of PublicationAmsterdam
Publication statusPublished - 26 Sept 1996

Bibliographical note

TI 125

Research programs

  • EUR ESE 08

Cite this