The illusions of dynamic replication
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Publication:3375373
DOI10.1080/14697680500305105zbMath1134.91412WikidataQ56168406 ScholiaQ56168406MaRDI QIDQ3375373
Nassim Nicholas Taleb, Emanuel Derman
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500305105
91G20: Derivative securities (option pricing, hedging, etc.)
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