Chapter 12 Dynamic Option Hedging and Pricing in Incomplete Markets
Main text
12.3
12.3a
12.3b
12.3c
Gauss
Matlab
Exercises
12.1
12.2
12.3
12.4
12.5
12.6
12.7
   
12.8
12.9
12.10
12.12
12.14
12.17
12.18
   
   
Matlab subroutines
subscat
counts
nextn
BSCall