Pricing and hedging discount bond options in the presence of model risk
Year of publication: |
2000
|
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Authors: | Lhabitant, François-Serge ; Martini, C. ; Reghai, A. |
Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 4.2000, 1, p. 69-90
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Subject: | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
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