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

Cite this

Bossaerts, P.L.M. ; Hillion, P. / Local parametric analysis of derivatives pricing and hedging in discrete time. In: Journal of Financial Markets. 2003 ; Vol. 6, No. 4. pp. 573-605.
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title = "Local parametric analysis of derivatives pricing and hedging in discrete time",
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note = "DP 9523 Pagination: 32",
year = "2003",
language = "English",
volume = "6",
pages = "573--605",
journal = "Journal of Financial Markets",
issn = "1386-4181",
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Local parametric analysis of derivatives pricing and hedging in discrete time. / Bossaerts, P.L.M.; Hillion, P.

In: Journal of Financial Markets, Vol. 6, No. 4, 2003, p. 573-605.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Local parametric analysis of derivatives pricing and hedging in discrete time

AU - Bossaerts, P.L.M.

AU - Hillion, P.

N1 - DP 9523 Pagination: 32

PY - 2003

Y1 - 2003

M3 - Article

VL - 6

SP - 573

EP - 605

JO - Journal of Financial Markets

JF - Journal of Financial Markets

SN - 1386-4181

IS - 4

ER -