EconPapers    
Economics at your fingertips  
 

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) Downloads
Working Paper: Option pricing with discrete rebalancing (2004)
Working Paper: Option Pricing with Discrete Rebalancing (2002) Downloads
Working Paper: Option Pricing with Discrete Rebalancing (1999) Downloads
Working Paper: Option Pricing with Discrete Rebalancing (1999) Downloads
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).

 
Page updated 2025-03-30
Handle: RePEc:ema:worpap:99-41