Observational equivalence of discrete string models and market models

F.L.J. Kerkhof, A. Pelsser

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

Cite this

@article{3979325d239c415eb5ce06fabdbb7893,

title = "Observational equivalence of discrete string models and market models",

author = "F.L.J. Kerkhof and A. Pelsser",

note = "DP 2002-28 Pagination: 6",

year = "2002",

language = "English",

volume = "10",

pages = "55--61",

journal = "The Journal of Derivatives",

issn = "1074-1240",

publisher = "Institutional Investor, Inc",

number = "1",

}