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> Pricing and hedging in the presence of extraneous risks
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Pricing and hedging in the presence of extraneous risks
Collin-Dufresne, P.
;
Hugonnier, Julien
Published in:
Stochastic Processes and Applications, 117, 6, 742– 765
Year:
2007
Laboratories:
SFI-JH
SFI-PCD
Record appears in:
Scientific production and competences
>
CDM - College of Management of Technology
>
SFI - Swiss Finance Institute at EPFL
>
SFI-PCD - Full Prof. Collin-Dufresne Chair
Scientific production and competences
>
CDM - College of Management of Technology
>
SFI - Swiss Finance Institute at EPFL
>
SFI-JH - Group in asset pricing
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Record created 2009-10-12, last modified 2018-03-18
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