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"On fluctuations of a multivariate random walk with some applications to ..."

Jewgeni H. Dshalalow, Agatha Liew (2006)

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DOI: 10.1016/J.MCM.2006.02.022

access: open

type: Journal Article

metadata version: 2021-02-17

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  - journals/mcm/DshalalowL06
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  - https://dblp.org/rec/journals/mcm/DshalalowL06
Jewgeni H. Dshalalow, Agatha Liew:
On fluctuations of a multivariate random walk with some applications to stock options trading and hedging. Math. Comput. Model. 44(9-10): 931-944 (2006)

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