Derman and Taleb's 'The illusions of dynamic replication': a comment

Doriana Ruffino and Jonathan Treussard

Quantitative Finance, 2006, vol. 6, issue 5, 365-367

Date: 2006
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/14697680600868283 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Derman and Taleb's The Illusions of Dynamic Replication: A Comment (2006)
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: https://EconPapers.repec.org/RePEc:taf:quantf:v:6:y:2006:i:5:p:365-367

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RQUF20

DOI: 10.1080/14697680600868283

Access Statistics for this article

Quantitative Finance is currently edited by Michael Dempster and Jim Gatheral

More articles in Quantitative Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().