"On the pricing and hedging of contingent claims in the presence of extraneous risks,"

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Serval ID
serval:BIB_FD643DBB265A
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
"On the pricing and hedging of contingent claims in the presence of extraneous risks,"
Journal
Stochastic Processes and Applications
Author(s)
Collin Dufresne P, Hugonnier J
Publication state
Published
Issued date
2007
Volume
117
Number
6
Pages
742 - 765
Keywords
Z3
Create date
07/05/2008 16:38
Last modification date
20/08/2019 17:28
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