Optimal Hedging of Path Dependent Options in a Discrete Time Incomplete Market

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	385-404
Journal	Communications on Stochastic Analysis
Volume	2
Issue number	3
State	Published - 2008

Cite this

@article{b68bb1ba24b04d1d9ecb8e41b1334df3,

title = "Optimal Hedging of Path Dependent Options in a Discrete Time Incomplete Market",

author = "Josephy, \{Norman H.\} and Lucy Kimball and Victoria Steblovskaya",

year = "2008",

language = "English",

volume = "2",

pages = "385--404",

journal = "Communications on Stochastic Analysis",

number = "3",

}