Solving replication problems in a complete market by orthogonal series expansion
Year of publication: |
2013
|
---|---|
Authors: | Dong, Chaohua ; Gao, Jiti |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 306-317
|
Subject: | Approximation theory | Black-Scholes theory | Complete market | Stochastic process | Time series | Stochastischer Prozess | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Black-Scholes-Modell | Black-Scholes model | Unvollkommener Markt | Incomplete market |
-
Solving replication problems in complete market by orthogonal series expansion
Dong, Chaohua, (2012)
-
Solving Replication Problems in Complete Market by Orthogonal Series Expansion
Gao, Jiti, (2012)
-
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer, (2017)
- More ...
-
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation
Dong, Chaohua, (2011)
-
Orthogonal Expansion of Levy Process Functionals: Theory and Practice
Dong, Chaohua, (2013)
-
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models
Dong, Chaohua, (2012)
- More ...