Preliminary remarks on option pricing and dynamic hedging
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | 1st International Conference on Systems and Computer Science |
| Author | Fliess, Michel, Join, Cédric |
| Maintainer | CCSD |
| Last Updated | May 15, 2026, 22:12 (UTC) |
| Created | May 15, 2026, 22:12 (UTC) |
| Identifier | hal-00705373 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX) ; École polytechnique (X) ; Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-Centre National de la Recherche Scientifique (CNRS) |
| coverage | Villeneuve d'Ascq, France |
| creator | Fliess, Michel |
| date | 2012-08-29T00:00:00 |
| harvest_object_id | f5ea498d-f73d-4872-bbea-8eb396847c9e |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-11-04T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1206.1504 |
| set_spec | type:COMM |