scientific article; zbMATH DE number 5588947

zbMATH Open1175.91160MaRDI QIDQ5323918FDOQ5323918

Authors: A. Korzeniowski 

Publication date: 31 July 2009

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

Title of this publication is not available (Why is that?)

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zbMATH Keywords

binomial modelcall replicationdiscrete time Black-Scholes hedging

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (1)

• A note on portfolios with risk-free internal gains

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