OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS
CORNALBA, LORENZO, BOUCHAUD, JEAN-PHILIPPE, POTTERS, MARCVolume:
5
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024902001444
Date:
May, 2002
File:
PDF, 227 KB
english, 2002