Local parametric analysis of derivatives pricing and hedging in discrete time

P.L.M. Bossaerts, P. Hillion

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	573-605
Number of pages	32
Journal	Journal of Financial Markets
Volume	6
Issue number	4
Publication status	Published - 2003

Cite this

@article{14b49bcee8ab41ce8e9fe921dc54a299,

title = "Local parametric analysis of derivatives pricing and hedging in discrete time",

author = "P.L.M. Bossaerts and P. Hillion",

note = "DP 9523 Pagination: 32",

year = "2003",

language = "English",

volume = "6",

pages = "573--605",

journal = "Journal of Financial Markets",

issn = "1386-4181",

publisher = "Elsevier",

number = "4",

}