Mathematical foundation of convexity correction

AAJ (Antoon) Pelsser

Research output: Contribution to journalArticleAcademicpeer-review

16 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)59-65
Number of pages7
JournalQuantitative Finance
Volume3
Issue number1
DOIs
Publication statusPublished - 2003

Bibliographical note

February 2003

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