Robust option replication for a Black-Scholes model extended with nondeterministic trends

Journal Article (1999)
Author(s)

JGM Schoenmakers (External organisation)

PE Kloeden (External organisation)

University
Delft University of Technology
More Info
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Publication Year
1999
University
Delft University of Technology
Issue number
2
Volume number
12
Pages (from-to)
113-120

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