Wiener chaos and hermite polynomials expansions for pricing and hedging contingent claims

Authors
Barucci, E Mancino, ME
Citation
E. Barucci et Me. Mancino, Wiener chaos and hermite polynomials expansions for pricing and hedging contingent claims, ADV FUT OPT, 10, 1999, pp. 103-134
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN FUTURES AND OPTIONS RESEARCH, VOL 10 - 1999 → ACNP
Volume
10
Year of publication
1999
Pages
103 - 134
Database
ISI
SICI code