scientific article; zbMATH DE number 5588947

MaRDI QIDQ5323918zbMATH OpenFDO

Authors A. Korzeniowski

Publication date 31 July 2009

Full work available at URL http://www.pvamu.edu/pages/2673.asp

zbMATH Keywords

binomial modelcall replicationdiscrete time Black-Scholes hedging

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(1)

• A note on portfolios with risk-free internal gains

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