Hedging with a correlated asset: Solution of a nonlinear...

Hedging with a correlated asset: Solution of a nonlinear pricing PDE

H. Windcliff, J. Wang, P.A. Forsyth, K.R. Vetzal
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Volume:
200
Year:
2007
Language:
english
Pages:
30
DOI:
10.1016/j.cam.2005.12.008
File:
PDF, 401 KB
english, 2007
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