CaltechAUTHORS
  A Caltech Library Service

Browse by Eprint ID

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Number of items: 1.

Cvitanić, Jakša and Pham, Huyên and Touzi, Nizar (1999) Super-replication in stochastic volatility models under portfolio constraints. Journal of Applied Probability, 36 (2). pp. 523-545. ISSN 0021-9002. http://resolver.caltech.edu/CaltechAUTHORS:CVIjap99

This list was generated on Fri Aug 18 15:10:12 2017 PDT.