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A correlation pricing formula

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  • Luenberger, David G.
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    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1889(01)00049-5
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    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 26 (2002)
    Issue (Month): 7-8 (July)
    Pages: 1113-1126

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    Handle: RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1113-1126
    Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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    Cited by:

    1. Alfredo Ibáñez, 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.
    2. Ibáñez, Alfredo, 2005. "Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach," DEE - Working Papers. Business Economics. WB wb058121, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

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