OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS

OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS

CORNALBA, LORENZO, BOUCHAUD, JEAN-PHILIPPE, POTTERS, MARC
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Volume:
5
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024902001444
Date:
May, 2002
File:
PDF, 227 KB
english, 2002
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