HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059): Difference between revisions
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| Property / author: Halil Mete Soner / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00294.x / rank | |||
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Latest revision as of 01:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING |
scientific article |
Statements
HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (English)
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8 June 2007
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hedging under constraints
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stochastic control
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optimal stopping
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