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), CY Cergy-Paris University, ESSEC and CNRS

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), CY Cergy-Paris University, ESSEC and CNRS Contact information at EDIRC.
Bibliographic data for series maintained by Lisa Collin ().