✦ LIBER ✦

Stochastic moment problem and hedging of generalized Black–Scholes options

✍ Scribed by Jaya P.N. Bishwal

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A class of options with stochastic lives

✍ L.Peter Jennergren; Bertil Näslund 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 364 KB

Merton's portfolio optimization problem

✍ Fred Espen Benth; Kenneth Hvistendahl Karlsen; Kristin Reikvam 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 291 KB