Option pricing with hedging at fixed trading dates

Applied Mathematical Finance

Volumn 3, Issue 2, 1996, Pages 135-158

  Mercurio, Fabio ^a   Vorst, Ton C F ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0004654744     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504869600000007     Document Type: Article

References (23)

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