A structural risk-neutral model for pricing and hedging power derivatives

René Aïd; Luciano Campi; Nicolas Langrené

Year of publication:	2013
Authors:	Aïd, René ; Campi, Luciano ; Langrené, Nicolas
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. 23.2013, 3, p. 387-438
Subject:	Hedging \| Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory

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