Static Hedging with Uncertain Quantity and Departure from...

Acta Mathematicae Applicatae Sinica, English Series 2006 / 01 Vol. 22; Iss. 1

Static Hedging with Uncertain Quantity and Departure from the Cost-of-Carry Valuation

Qing-wei Liu, Yi Li, Shou-yang Wang
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Volume:
22
Language:
english
Pages:
10
Journal:
Acta Mathematicae Applicatae Sinica (English Series)
DOI:
10.1007/s10255-005-0292-1
Date:
January, 2006
File:
PDF, 153 KB
english, 2006
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