Option pricing with discrete rebalancing

Jean-Luc Prigent, Olivier Renault and Olivier Scaillet

Journal of Empirical Finance, 2004, vol. 11, issue 1, 133-161

Date: 2004
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Related works:
Working Paper: 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)
Working Paper: Option pricing with discrete rebalancing (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:11:y:2004:i:1:p:133-161

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