Option pricing with discrete rebalancing

Jean-Luc Prigent (), O. Renault and Olivier Scaillet ()

No 99-41, THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

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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