A correlation pricing formula
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 26 (2002)
Issue (Month): 7-8 (July)
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Web page: http://www.elsevier.com/locate/jedc
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- Alfredo Ibañez, 2005. "Option-Pricing in Incomplete Markets: The Hedging Portfolio plus a Risk Premium-Based Recursive Approach," Business Economics Working Papers wb058121, Universidad Carlos III, Departamento de Economía de la Empresa.
- Alfredo IbÃ¡Ã±ez, 2005. "Option-Pricing in Incomplete Markets: The Hedging Portfolio plus a Risk Premium-Based Recursive Approach," Computing in Economics and Finance 2005 216, Society for Computational Economics.
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