Dynamic, nonparametric hedging of European style contingent claims using canonical valuation


Autoria(s): Alcock, J.T.; Gray, P.
Contribuinte(s)

R. Gencay

Data(s)

01/01/2005

Identificador

http://espace.library.uq.edu.au/view/UQ:72935

Publicador

Elsevier

Palavras-Chave #C1 #350301 Finance #710401 Finance and investment services
Tipo

Journal Article