Option replication in discrete time with illiquidity

Author(s)

• 松本, 浩一 マツモト, コウイチ

Bibliographic Information

Option replication in discrete time with illiquidity

Koichi Matsumoto

（Discussion paper series, no. 2009-6）

Faculty of Economics, Kyushu University, 2009

Note

"June 2009."

Bibliography: p. 22-23

• NCID: BA90605228
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Fukuoka
• Pages/Volumes: 23 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA48453314