Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs

✍ Scribed by Jakša Cvitanić; Jin Ma; Jianfeng Zhang

• Book ID: 108550389
• Publisher: John Wiley and Sons
• Year: 2003
• Tongue: English
• Weight: 150 KB
• Volume: 13
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/1467-9965.00010