Infoscience

Journal article

Pricing and hedging in the presence of extraneous risks

Collin-Dufresne, P.; Hugonnier, Julien
  • Published in: Stochastic Processes and Applications, vol. 117, num. 6, p. 742– 765
  • Publication date: 2007

    Reference

    • SFI-JH-ARTICLE-2007-001

    Record created on 2009-10-12, modified on 2017-05-12

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