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Original Articles

Option pricing in incomplete discrete markets

Pages 165-179 | Published online: 14 Oct 2010

References

  • Aurell , E. and Życzkowski , K. 1995 . Option pricing and partial hedging: Theory of polish options . Journal of Financial Abstracts: Series D , 3 January 26 Working Paper Series (1996) [abstract], also available as ewp-fin/9601001 at
  • Bouchaud , J.-P. and Sornette , D. 1994 . J. Phis. I (France) , 4 : 863 – 881 .
  • Cox , J. and Rubinstein , M. 1985 . Options Markets , Prentice-Hall .
  • Schweizer , M. 1994 . Approximating random variables by stochastic integrals and applications in financial mathematics . The Annals of Probability , 22 ( 3 ) : 1536 – 1575 .

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