Local parametric analysis of derivatives pricing and hedging in discrete time
Bossaerts,P.L.M. ; Hillion,P.
Bossaerts,P.L.M.
Hillion,P.
Abstract
Description
DP 9523 Pagination: 32
Date
2003
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Research Projects
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Citation
Bossaerts, P L M & Hillion, P 2003, 'Local parametric analysis of derivatives pricing and hedging in discrete time', Journal of Financial Markets, vol. 6, no. 4, pp. 573-605.
