Partial Hedging in a Stochastic Volatility Environment
| Year of publication: |
2002
|
|---|---|
| Authors: | Jonsson, Mattias ; Sircar, K.Ronnie |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 12.2002, 4, p. 375-410
|