Incomplete markets: Convergence of options values under the minimal martingale measure. The multidimensional case

Jean-Luc Prigent

No 97-35, Thema Working Papers from THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS

Date: 1997
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Working Paper: Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case (1997)
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