Martingale-based hedge error control
Year of publication: |
2008
|
---|---|
Authors: | Bossaerts, Peter L. ; Werker, Bas J. M. |
Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 290-304
|
Subject: | Theorie | Theory | Hedging |
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