An approximation pricing algorithm in an incomplete market: A differential geometric approach
| Year of publication: |
2004
|
|---|---|
| Authors: | Gao, Yuan ; Lim, Kian Guan ; Ng, Kah Hwa |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 8.2004, 4, p. 501-524
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