Option Pricing with Discrete Rebalancing

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

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

Date: 1999
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Related works:
Journal Article: Option pricing with discrete rebalancing (2004)
Working Paper: Option Pricing with Discrete Rebalancing (2002)
Working Paper: Option Pricing with Discrete Rebalancing (1999)
Working Paper: Option pricing with discrete rebalancing (1999)
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