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Option pricing with hedging at fixed trading dates - MaRDI portal

Option pricing with hedging at fixed trading dates (Q4541525)

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scientific article; zbMATH DE number 1771927
Language Label Description Also known as
English
Option pricing with hedging at fixed trading dates
scientific article; zbMATH DE number 1771927

    Statements

    title
    Option pricing with hedging at fixed trading dates (English)
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    author
    Fabio Mercurio
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    Ton Vorst
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    publication date
    1996
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    Identifiers

    zbMATH DE Number
    1771927
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    OpenAlex ID
    W1991965554
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