Author:
Primbs James A.,Yamada Yuji
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. Avellaneda, M., 1995. Exotic options. Notes from the lectures given at NYU, New York.
2. Bertsimas, D., Kogan, L., Lo, A., 1997. Pricing and hedging derivative securities in incomplete markets: An ϵ-arbitrage approach. National Bureau of Economic Research Working Paper Series, # 6250.
3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
4. Discretely adjusted option hedges;Boyle;Journal of Financial Economics,1980
5. Bumping up against the barrier with the binomial method;Boyle;Journal of Derivatives,1994
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献