Option pricing with discrete rebalancing
| Year of publication: |
2004
|
|---|---|
| Authors: | Prigent, Jean-Luc ; Renault, Olivier ; Scaillet, Olivier |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 11.2004, 1, p. 133-161
|
| Publisher: |
Elsevier |