Robust One-Period Option Hedging
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Publication:3392043
DOI10.1287/opre.1060.0352zbMath1167.91373MaRDI QIDQ3392043
Antoon W. J. Kolen, Frank Lutgens, Jos F. Sturm
Publication date: 13 August 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a1fe0ce783f91e308c27ad613623f4522ce3e88c
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