Robustness of hedging strategies for European options

被引：0
|
作者：
Gallus, C [1 ]
机构：
[1] UNIV ERLANGEN NURNBERG,INST MATH,D-91054 ERLANGEN,GERMANY
来源：
STOCHASTIC PROCESSES AND RELATED TOPICS | 1996年 / 10卷
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D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
引用
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页码：23 / 31
页数：9
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