Option pricing and hedging with temporal correlations
Year of publication: |
2002
|
---|---|
Authors: | Cornalba, Lorenzo ; Bouchaud, Jean-Philippe ; Potters, Marc |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 5.2002, 3, p. 307-320
|
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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