Hedging with Options in Models with Jumps
نویسندگان
چکیده
1 CMAP-Ecole Polytechnique, France and Center for Financial Engineering, Columbia University, New York, [email protected] 2 Paris VII University and INRIA, Université Paris VII, Laboratoire de Probabilités et Modèles Aléatoires Case courier 7012 2, Place Jussieu, 75251 Paris, France, [email protected] 3 Université Toulouse 1 Sciences Sociales, GREMAQ, 21, allée de Brienne, 31000 Toulouse, France, [email protected]
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