Hedging American options in Merton's model: A locally risk minimizing approach
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Publication:1000478
DOI10.1023/A:1010036828397zbMath1153.91461MaRDI QIDQ1000478
Sabrina Mulinacci, Giovanni Becchere
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
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