Christophette Blanchet-Scalliet, Nicole El Karoui, Lionel Martellini: This paper addresses the problem of pricing and hedging a random cash-flow received at a random date in a general stochastic environment.
Université de Nice-Sophia-Antipolis
EDHEC Business School
|Type :||Working paper|
|Date :||le 01/07/2004|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|