%0 Journal Article %1 Potters2001 %A Potters, Marc %A Bouchaud, Jean-Philippe %A Sestovic, Dragan %D 2001 %J Physica A: Statistical Mechanics and its Applications %K Financial derivatives %N 3-4 %P 517--525 %T Hedged Monte-Carlo: low variance derivative pricing with objective probabilities %U http://www.sciencedirect.com/science/article/B6TVG-4234C34-D/1/c2a77f5a683e955892f35a11e6a1b771 %V 289

@article{Potters2001, added-at = {2008-04-22T10:36:30.000+0200}, author = {Potters, Marc and Bouchaud, Jean-Philippe and Sestovic, Dragan}, biburl = {https://www.bibsonomy.org/bibtex/2f760098a8ed2b4c547f96110739a226b/smicha}, day = 15, description = {Physica A}, interhash = {d214eeb9bc80431c2b639f4777d98f4f}, intrahash = {f760098a8ed2b4c547f96110739a226b}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Financial derivatives}, month = Jan, number = {3-4}, pages = {517--525}, timestamp = {2008-04-22T10:59:11.000+0200}, title = {Hedged Monte-Carlo: low variance derivative pricing with objective probabilities}, url = {http://www.sciencedirect.com/science/article/B6TVG-4234C34-D/1/c2a77f5a683e955892f35a11e6a1b771}, volume = 289, year = 2001 }