Pricing continuously resettled contingent claims
| Year of publication: |
1992
|
|---|---|
| Authors: | Duffie, Darrell ; Stanton, Richard |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 16.1992, 3-4, p. 561-573
|
| Publisher: |
Elsevier |