Dynamic, nonparametric hedging of European style contingent claims using canonical valuation
| Year of publication: |
2005
|
|---|---|
| Authors: | Alcock, Jamie ; Gray, Philip |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 2.2005, 1, p. 41-50
|
| Publisher: |
Elsevier |