%0 Journal Article %1 Prigent2004 %A Prigent, Jean-Luc %A Renault, Olivier %A Scaillet, Olivier %D 2004 %J Journal of Empirical Finance %K Incomplete market %N 1 %P 133--161 %T Option pricing with discrete rebalancing %U http://www.sciencedirect.com/science/article/B6VFG-4B290SC-1/1/d60d3110b3e6e7689213ea151ecf9043 %V 11

@article{Prigent2004, added-at = {2008-04-23T22:05:04.000+0200}, author = {Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier}, biburl = {https://www.bibsonomy.org/bibtex/29667aa083bb91e9e0bc18453e030e75f/smicha}, interhash = {a19415b419d7c832ce076effd088f67d}, intrahash = {9667aa083bb91e9e0bc18453e030e75f}, journal = {Journal of Empirical Finance}, keywords = {Incomplete market}, month = Jan, number = 1, pages = {133--161}, timestamp = {2008-04-23T22:21:56.000+0200}, title = {Option pricing with discrete rebalancing}, url = {http://www.sciencedirect.com/science/article/B6VFG-4B290SC-1/1/d60d3110b3e6e7689213ea151ecf9043}, volume = 11, year = 2004 }