✦ LIBER ✦

Option Replication in Discrete Time with Illiquidity

✍ Scribed by Matsumoto, Koichi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Discrete time option pricing with flexib

✍ Wolfgang Härdle; Christian M. Hafner 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 129 KB

Option Pricing in Discrete-Time Incomple

✍ Lukasz Stettner 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

Discrete time hedging errors for options

✍ Emmanuel Gobet; Emmanuel Temam 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 101 KB

A discrete-time queueing system with opt

✍ I. Atencia, A. V. Pechinkin 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 511 KB

PRACTICAL GUIDE TO REAL OPTIONS IN DISCR

✍ Svetlana Boyarchenko; Sergei Levendorskiǐ 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 974 KB

On Super-Replication in Discrete Time un

✍ Koehl, P. F.; Pham, H.; Touzi, N. 📂 Article 📅 2001 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 134 KB