DOI
10.31390/cosa.2.3.10
Recommended Citation
Josephy, Norman; Kimball, Lucy; and Steblovskaya, Victoria
(2008)
"Optimal hedging of path-dependent options in discrete time incomplete market,"
Communications on Stochastic Analysis: Vol. 2:
No.
3, Article 10.
DOI: 10.31390/cosa.2.3.10
Available at:
https://digitalcommons.lsu.edu/cosa/vol2/iss3/10