Institut for Matematik

Aarhus Universitets segl

Designing options give the risk: The optimal Shorokhod-imbedding problem

by G. Peskir
Research Reports Number 389 ( 1997)
Format available: Not available online
Stochastic Process. Appl. Vol. 81, No. 1 (1999), 25-38
Revideret 08.03.2023
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Lars Madsen