%0 Journal Article
%A P. Cheridito
%T Sensitivity of the Black--Scholes Option Price to the Local Path

%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2002
%P 234-248
%V 237
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TM_2002_237_a13/
%G en
%F TM_2002_237_a13