Black Scholes for portfolios of options in discrete time: the price is right, the hedge is wrong

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Name	TI Discussion Paper
No.	TI 2003 90/2

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title = "Black Scholes for portfolios of options in discrete time: the price is right, the hedge is wrong",

author = "B. Peeters and C.L. Dert and A. Lucas",

year = "2003",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "TI 2003 90/2",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

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TY - UNPB

T1 - Black Scholes for portfolios of options in discrete time: the price is right, the hedge is wrong

AU - Peeters, B.

AU - Dert, C.L.

AU - Lucas, A.

PY - 2003

Y1 - 2003

M3 - Working paper

T3 - TI Discussion Paper

BT - Black Scholes for portfolios of options in discrete time: the price is right, the hedge is wrong

PB - Tinbergen Instituut (TI)

CY - Amsterdam

ER -