Option pricing with discrete rebalancing
Year of publication: |
2004
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Authors: | Prigent, Jean-Luc ; Renault, Olivier ; Scaillet, Olivier |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 11.2004, 1, p. 133
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