Static Hedging with Uncertain Quantity and Departure from the Cost-of-Carry Valuation

✍ Scribed by Qing-wei Liu; Yi Li; Shou-yang Wang

• Book ID: 106301120
• Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
• Year: 2006
• Tongue: English
• Weight: 153 KB
• Volume: 22
• Category: Article
• ISSN: 0168-9673
• DOI: 10.1007/s10255-005-0292-1