Dynamic, nonparametric hedging of European style contingent claims using canonical valuation

✍ Scribed by Jamie Alcock; Philip Gray

• Book ID: 116494716
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 220 KB
• Volume: 2
• Category: Article
• ISSN: 1544-6123
• DOI: 10.1016/j.frl.2004.09.002