Cite
HARVARD Citation
Schoenmakers, J. et al. (1999). Robust option replication for a Black-Scholes model extended with nondeterministic trends. Journal of applied mathematics and stochastic analysis. pp. 113-120. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Schoenmakers, J. et al. (1999). Robust option replication for a Black-Scholes model extended with nondeterministic trends. Journal of applied mathematics and stochastic analysis. pp. 113-120. [Online].