Dynamic, nonparametric hedging of European style contingent claims using canonical valuation

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@article{19bd0e096c854a6ca65e351d3dbea8bb,

title = "Dynamic, nonparametric hedging of European style contingent claims using canonical valuation",

author = "Jamie Alcock and Philip Gray",

year = "2005",

doi = "10.1016/j.frl.2004.09.002",

language = "English",

volume = "2",

pages = "41 -- 50",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier",

number = "1",

}