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Title

Option pricing with discrete rebalancing

Authors
Prigent, Jean-Luc
Renault, Olivier
Published in Journal of Empirical Finance. 2004, vol. 11, p. 133-161
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SCAILLET, Olivier, PRIGENT, Jean-Luc, RENAULT, Olivier. Option pricing with discrete rebalancing. In: Journal of Empirical Finance, 2004, vol. 11, p. 133-161. https://archive-ouverte.unige.ch/unige:41794

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Deposited on : 2014-11-14

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