Dynamic conic hedging for competitiveness
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Publication:317543
DOI10.1007/s11579-016-0164-xzbMath1404.91141MaRDI QIDQ317543
Dilip B. Madan, Wim Schoutens, Martijn R. Pistorius
Publication date: 30 September 2016
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10044/1/31828
91G20: Derivative securities (option pricing, hedging, etc.)
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