A two-step problem of hedging a European call option under a random duration of transactions
Crossref DOI link: https://doi.org/10.1134/S0081543816090091
Published Online: 2017-01-24
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kibzun, A. I.
Sobol’, V. R.
License valid from 2016-12-01