Wiener chaos : a new approach to option hedging
Year of publication: |
1996
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Authors: | Lacoste, Vincent |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 6.1996, 2, p. 197-213
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Subject: | Hedging | Optionspreistheorie | Option pricing theory | Risiko | Risk | Chaostheorie | Chaos theory | Theorie | Theory |
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