Jakša Cvitanić, Jin Ma and Jianfeng Zhang Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs Mathematical Finance 13
Article first published online: 7 MAR 2003 | DOI: 10.1111/1467-9965.00010
Complete the form below and we will send an e-mail message containing a link to the selected article on your behalf
Required = Required Field
Choose captcha format: Image or Audio. Click here if you need help.