SMEAL WIKI

Exact Superreplication Strategies for a Class of Derivative Assets

Joel M. Vanden
Year2006
VenueApplied Mathematical Finance
Typearticle
Citations10
DOI10.1080/13504860500117560
OpenAlexW2016478555

Topics

Stochastic processes and financial applicationsClass (philosophy)Derivative (finance)Applied mathematicsMathematical economicsEconometrics