Journal Articles
Journal of Empirical Finance
Year : 2004
Jean-Luc Prigent : Connect in order to contact the contributor
https://hal-cyu.archives-ouvertes.fr/hal-03679686
Submitted on : Thursday, May 26, 2022-11:20:06 PM
Last modification on : Friday, March 24, 2023-2:53:27 PM
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- HAL Id : hal-03679686 , version 1
- DOI : 10.1016/j.jempfin.2003.09.001
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Jean-Luc Prigent, Olivier Renault, Olivier Scaillet. Option pricing with discrete rebalancing. Journal of Empirical Finance, 2004, 11 (1), pp.133-161. ⟨10.1016/j.jempfin.2003.09.001⟩. ⟨hal-03679686⟩
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