Option Pricing and Hedging at Fixed Trading Dates

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	135-158
Journal	Applied Mathematical Finance
Volume	3
Issue number	2
DOIs	https://doi.org/10.1080/13504869600000007
Publication status	Published - 1996

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@article{0c17752f96a24a14bae75d92fcdbfe8a,

title = "Option Pricing and Hedging at Fixed Trading Dates",

author = "F. Mercurio and A.C.F. Vorst",

year = "1996",

doi = "10.1080/13504869600000007",

language = "English",

volume = "3",

pages = "135--158",

journal = "Applied Mathematical Finance",

issn = "1350-486X",

publisher = "Routledge",

number = "2",

}