Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion
Year of publication: |
2013
|
---|---|
Authors: | Imamura, Yuri ; Takagi, Katsuya |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 20.2013, 1, p. 71-81
|
Subject: | Theorie | Theory | Hedging | Stochastischer Prozess | Stochastic process |
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