Robust option replication for a Black-Scholes model extended with nondeterministic trends.
Schoenmakers, John G.M. ; Kloeden, Peter E.
Journal of Applied Mathematics and Stochastic Analysis, Tome 12 (1999), p. 113-120 / Harvested from The Electronic Library of Mathematics
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Publié le : 1999-01-01
DOI : https://doi.org/10.1155/S104895339900012X
EUDML-ID : urn:eudml:doc:48564 
@article{01359777,
     title = {Robust option replication for a Black-Scholes model extended with nondeterministic trends.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {12},
     year = {1999},
     pages = {113-120},
     doi = {10.1155/S104895339900012X},
     zbl = {0948.60047},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01359777}
}

Schoenmakers, John G.M.; Kloeden, Peter E. Robust option replication for a Black-Scholes model extended with nondeterministic trends.. Journal of Applied Mathematics and Stochastic Analysis, Tome 12 (1999) pp. 113-120. doi : 10.1155/S104895339900012X. http://gdmltest.u-ga.fr/item/01359777/