Solving replication problems in complete market by orthogonal series expansion

Chaohua Dong and Jiti Gao

Year of publication:	2012
Authors:	Dong, Chaohua ; Gao, Jiti
Publisher:	Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
Subject:	Black-Scholes-Modell \| Black-Scholes model \| Anlageverhalten \| Behavioural finance \| Unvollkommener Markt \| Incomplete market \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis

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