Static replication of exotic options

Static replication of exotic options

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.

Bibliographic Details
Main Author:	Chou, Andrew
Other Authors:	Michael F. Sipser.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2008
Subjects:	Electrical Engineering and Computer Science
Online Access:	http://hdl.handle.net/1721.1/42649

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