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  An approximation pricing algorithm in an incomplete market: A differential geometric approach
 
 
Title: An approximation pricing algorithm in an incomplete market: A differential geometric approach
Author: Gao, Yuan
Lim, Kian Guan
Ng, Kah Hwa
Appeared in: Finance & stochastics
Paging: Volume 8 (2004) nr. 4 pages 501-523
Year: 2004
Contents:
Publisher: Springer-Verlag, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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