PRIGENT, Jean-Luc; SCAILLET, Olivier - Swiss Finance Institute - 2002
Financial As
set Management and Engineering
WEAK CONVERGENCEOF HEDGING STRATEGIES
OF CONTINGENT CLAIMSJean-Luc PRIGENT … 2002
INTERNATIONAL CENTER FOR FINANCIAL ASSET MANAGEMENT AND ENGINEERING
40 bd du Pont d'Arve • P.O. Box 3 • CH-1211 …@fame.ch
RESEARCH PAPER SERIES
The International Center for Financial Asset Management and Engineering (FAME) is a private …