Option pricing with discrete rebalancing

J. Prigent, O. Renault and O. Scaillet

Year of publication:	1999
Authors:	Prigent, Jean-Luc ; Renault, Olivier ; Scaillet, Olivier
Publisher:	Louvain-la-Neuve
Subject:	Optionspreistheorie \| Option pricing theory \| Unvollkommener Markt \| Incomplete market \| Theorie \| Theory \| Martingal \| Martingale

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