EconPapers    
Economics at your fingertips  
 

Option Pricing with Discrete Rebalancing

Jean-Luc Prigent (), Olivier Renault and Olivier Scaillet ()
Additional contact information
Olivier Renault: Crest

No 99-61, Working Papers from Centre de Recherche en Economie et Statistique

Date: 1999
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.crest.fr/content/blogcategory/21/54/ Crest working paper version (application/pdf)

Related works:
Journal Article: Option pricing with discrete rebalancing (2004) Downloads
Working Paper: Option Pricing with Discrete Rebalancing (2002) Downloads
Working Paper: Option Pricing with Discrete Rebalancing (1999) Downloads
Working Paper: Option pricing with discrete rebalancing (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:crs:wpaper:99-61

Access Statistics for this paper

More papers in Working Papers from Centre de Recherche en Economie et Statistique
Contact information at EDIRC.
Series data maintained by Florian Sallaberry ().

 
Page updated 2014-08-28
Handle: RePEc:crs:wpaper:99-61