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isPartOf:"Arbeitspapiere"
~isPartOf:"Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013"
~subject:"Unvollkommener Markt"
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Unvollkommener Markt
Brownsche Bewegung
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Black-Scholes-Modell
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Prigent, Jean-Luc
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Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Option Pricing with Discrete Rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
This paper considers the option pricing when dynamic portfolios are discretely rebalanced.
Persistent link: https://www.econbiz.de/10005843341
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