Pricing and hedging in incomplete markets
Year of publication: |
2001
|
---|---|
Authors: | Carr, Peter ; Geman, Helyette ; Madan, Dilip B. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 62.2001, 1, p. 131-168
|
Saved in:
Saved in favorites
Similar items by person
-
Pricing and hedging in incomplete markets
Carr, Peter, (2001)
-
From local volatility to local Levy models
Carr, Peter, (2004)
-
The Fine Structure of Asset Returns: An Empirical Investigation
Carr, Peter, (2002)
- More ...