Options and discontinuity : an asymptotic decomposition for trading algorithms /

Description

Thesis (Ph. D.)--University of Chicago, Dept. of Statistics, June 2001. / Includes bibliographical references. Also available on the Internet.

Links & Downloads

1. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:3006555

Tags

Hedging (Finance) Convergence.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/47262321
Date	January 2001
Creators	Song, Seongjoo.
Source Sets	OCLC
Language	English
Detected Language	English