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Option hedging in the binomial model with differing interest rates - MaRDI portal

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Option hedging in the binomial model with differing interest rates

From MaRDI portal
Publication:4256790

DOI10.1070/RM1998V053N05ABEH000076zbMATH Open0933.91009OpenAlexW1997038950MaRDI QIDQ4256790

Author name not available (Why is that?)

Publication date: 9 April 2000

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1998v053n05abeh000076



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