Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs
Jakša Cvitanić, Jin Ma, Jianfeng ZhangVolume:
13
Année:
2003
Langue:
english
Pages:
17
DOI:
10.1111/1467-9965.00010
Fichier:
PDF, 150 KB
english, 2003