2001
Local scale invariance and contingent claim pricing II. Path-dependent contingent claims.
Publication
Publication
International Journal of Theoretical and Applied Finance , Volume 4 - Issue 1 p. 23- 43
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World Scientific | |
International Journal of Theoretical and Applied Finance | |
Hoogland, J., & Neumann, C. D. D. (2001). Local scale invariance and contingent claim pricing II. Path-dependent contingent claims. International Journal of Theoretical and Applied Finance, 4(1), 23–43. |