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"An approximation pricing algorithm in an incomplete market: A differential ..."

Yuan Gao, Kian Guan Lim, Kah Hwa Ng (2004)

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DOI: 10.1007/S00780-004-0128-5

access: closed

type: Journal Article

metadata version: 2023-08-28

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Yuan Gao, Kian Guan Lim, Kah Hwa Ng:
An approximation pricing algorithm in an incomplete market: A differential geometric approach. Finance Stochastics 8(4): 501-523 (2004)

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