Option pricing and hedging with minimum local expected shortfall

Quantitative Finance

Volumn 4, Issue 5, 2004, Pages 607-618

  Pochart, Benoit ^a,b   Bouchaud, Jean Philippe ^c,d  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b Evnine Vaughan Associates Inc   (United States)

^c SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ   (France)

^d Science and Finance   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 12144252367     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680400000042     Document Type: Article

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