Weighted BMO and discrete time hedging within the Black-Scholes model

✍ Scribed by Stefan Geiss

• Publisher: Springer
• Year: 2004
• Tongue: English
• Weight: 310 KB
• Volume: 132
• Category: Article
• ISSN: 1432-2064
• DOI: 10.1007/s00440-004-0389-0