Option pricing with hedging at fixed trading dates

F Mercurio, ACF (Ton) Vorst

Research output: Contribution to journalArticleAcademicpeer-review

24 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)135-138
Number of pages4
JournalApplied Mathematical Finance
Volume3
Publication statusPublished - 1996

Research programs

  • EUR ESE 08

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