Static-arbitrage optimal subreplicating strategies for basket options
| Year of publication: |
2005
|
|---|---|
| Authors: | Hobson, David ; Laurence, Peter ; Wang, Tai-Ho |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 3, p. 553-572
|
| Publisher: |
Elsevier |