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
References: Add references at CitEc
Citations: View citations in EconPapers (1)
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
Journal Article: Option pricing with discrete rebalancing (2004) 
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) 
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:ema:worpap:99-41
Access Statistics for this paper
More papers in THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Contact information at EDIRC.
Bibliographic data for series maintained by Stefania Marcassa (stefania.marcassa@u-cergy.fr this e-mail address is bad, please contact repec@repec.org).