Pricing and hedging of derivatives based on nontradable underlyings - NOVA Math

Pricing and hedging of derivatives based on nontradable underlyings

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NOVA Math Publications

Statistics and Risk Management

Article
Ankirchner,S;Imkeller,P;Reis,GD
Mathematical Finance

2010
20
2
289-312
10.1111/j.1467-9965.2010.00398.x