"Pricing and hedging European options with discrete-time coherent risk."

Alexander S. Cherny (2007)

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DOI: 10.1007/S00780-007-0050-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Alexander S. Cherny:
Pricing and hedging European options with discrete-time coherent risk. Finance Stochastics 11(4): 537-569 (2007)

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