Robust option replication for a Black-Scholes model extended with nondeterministic trends.
International Journal of Stochastic Analysis, Tome 12 (1999) no. 2, p. 113.

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DOI : 10.1155/S104895339900012X
Classification : 60H05, 60H10
Mots-clés : Black-Scholes models, long range behavior, null quadratic variation process 
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Schoenmakers, John G.M.; Kloeden, Peter E. Robust option replication for a Black-Scholes model extended with nondeterministic trends.. International Journal of Stochastic Analysis, Tome 12 (1999) no. 2, p. 113. doi : 10.1155/S104895339900012X. https://geodesic-test.mathdoc.fr/articles/10.1155/S104895339900012X/

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