Robust exponential hedging in a Brownian setting

DOI10.14495/jsiaml.1.64zbMath1278.65093OpenAlexW2012978793MaRDI QIDQ2858151

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Publication date: 19 November 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jsiaml&kijiCd=1_0_64&screenID=AF06S010&noVol=1&noIssue=0

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