Multi-period minimax hedging strategies

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Publication:1268215

DOI10.1016/0377-2217(95)00167-0zbMath0912.90023OpenAlexW2010680506MaRDI QIDQ1268215

M. A. Howe, M. J. P. Selby, Berc Rustem

Publication date: 18 October 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(95)00167-0




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