Optimal hedging strategies in equity-linked products
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Publication:724551
DOI10.1016/j.cam.2018.05.044zbMath1393.60040MaRDI QIDQ724551
Publication date: 26 July 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.05.044
60G40: Stopping times; optimal stopping problems; gambling theory