Actuarial bridges to dynamic hedging and option pricing

Insurance: Mathematics and Economics - Tập 18 - Trang 183-218 - 1996
Hans U. Gerber1, Elias S.W. Shiu2
1Ecole des hautes études commerciales, Université de Lausanne, CH-1015 Lausanne, Switzerland
2Department of Statistics and Actuarial Science, The University of Iowa, Iowa City, Iowa 52242, USA

Tài liệu tham khảo

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