NONLINEAR PRICING IN ASYMMETRIC DUOPOLY
- 作者MARCO ALDERIGHI
- 卷第46卷
- 期第3期
- 印刷ISSN0004-900X
- 电子ISSN1467-8454
- 文件大小542.67KB
- 发表时间2007
- DOI10.1111/j.1467-8454.2007.00314.x
- 页码205-223
同作者推荐
Symmetry group methods for fundamental solutionsMark Craddock; Eckhard Platen · 2004
Numerical methods for stochastic differential equationsPeter Kloeden; Eckhard Platen · 1991
A short term interest rate modelEckhard Platen · Finance and Stochastics · 1999
On Feedback Effects from Hedging DerivativesEckhard Platen; Martin Schweizer · 1998
Approximating Large Diversified PortfoliosNorbert Hofmann; Eckhard Platen · 2000
A BENCHMARK APPROACH TO FINANCEEckhard Platen · 2006
Hedging for the long runHardy Hulley, Eckhard Platen · 2012
A Benchmark Approach to Quantitative Finance ||Platen, Eckhard; Heath, David · 2006