Static super-replicating strategies for a class of exotic options
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, X. ; Deelstra, G. ; Dhaene, J. ; Vanmaele, M. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 3, p. 1067-1085
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