Robust Hedging of Options on Local Time
- Authors
- A Cox
- A Cox
- A Cox
- A Cox
- A Galichon
- A Neufeld
- D Breeden
- D H Root
- D Hobson
- D Hobson
- D Hobson
- D L Ocone
- D Madan
- D Possama�?possama�?
- G Guo
- G Guo
- Gaoyue Guo
- H Brown
- H Brown
- H Kellerer
- I Karatzas
- J Az�ma
- J Az�ma
- J Obl�j
- J Obl�j
- Julien Claisse
- L Denis
- M Avellaneda
- M Beiglb�ck
- M Nutz
- M R Tehranchi
- P Carr
- P Carr
- P E Protter
- P Henry-Labord�re
- P Vallois
- P Vallois
- Pierre Henry-Labordere
- R Revuz
- T Jeulin
- Y Dolinsky
- Y Dolinsky
- Z Hou
- Publication date
- 1 January 2015
- Publisher
- 'Elsevier BV'
- Doi