Pricing and hedging European options with discrete-time coherent risk

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Publication:2463721

DOI10.1007/s00780-007-0050-8zbMath1145.91032arXivmath/0605049OpenAlexW1967027822MaRDI QIDQ2463721

Alexander S. Cherny

Publication date: 16 December 2007

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605049



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