Hedging with a correlated asset: Solution of a nonlinear pricing PDE
H. Windcliff, J. Wang, P.A. Forsyth, K.R. VetzalVolume:
200
Year:
2007
Language:
english
Pages:
30
DOI:
10.1016/j.cam.2005.12.008
File:
PDF, 401 KB
english, 2007