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Prigent, Jean-Luc; Scaillet, Olivier - 2002

This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.

Persistent link: https://www.econbiz.de/10005843299

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2002

This paper considers the option pricing when dynamic portfolios are discretely rebalanced.

Persistent link: https://www.econbiz.de/10005843341