Approximations and asymptotics of upper hedging prices in multinomial models
Work
Year: 2011
Type: article
Institutions The University of Tokyo, Statistics Finland
Cites: 30
Cited by: 3
Related to: 10
FWCI: 0.586
Citation percentile (by year/subfield): 59.81
Subfield: Finance
Domain: Social Sciences
Open Access status: green