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 Ma, Jin and Zhang, Jianfeng (2003) Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs. Mathematical Finance, 13 (1). pp. 135-151. ISSN 0960-1627.

This list was generated on Thu Oct 19 11:23:13 2017 PDT.