Option pricing with discrete rebalancing - CY Cergy Paris Université Access content directly
Journal Articles Journal of Empirical Finance Year : 2004

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hal-03679686 , version 1 (26-05-2022)

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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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