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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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Peer-reviewed publications
Work produced at EPFL
Journal Articles
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 Record created 2009-10-12, last modified 2018-03-18

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