Option pricing with hedging at fixed trading dates

DOI10.1080/13504869600000007zbMath1097.91528OpenAlexW1991965554MaRDI QIDQ4541525

Fabio Mercurio, Ton Vorst

Publication date: 1996

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869600000007

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites Work

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