Robust option replication for a Black-Scholes model extended with nondeterministic trends

JGM Schoenmakers, PE Kloeden

Research output: Contribution to journalArticleScientificpeer-review

9 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)113-120
Number of pages8
JournalJournal of Applied Mathematics and Stochastic Analysis
Volume12
Issue number2
Publication statusPublished - 1999

Keywords

  • ZX Int.klas.verslagjaar < 2002

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