Local parametric analysis of derivatives pricing and hedging in discrete time

P.L.M. Bossaerts, P. Hillion

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)573-605
Number of pages32
JournalJournal of Financial Markets
Volume6
Issue number4
Publication statusPublished - 2003

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