EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA

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Publication:3069959

DOI10.1111/j.1467-9965.2010.00425.xzbMath1226.91076OpenAlexW2137808752MaRDI QIDQ3069959

Erick Treviño Aguilar, Daniel Hernández-Hernández

Publication date: 2 February 2011

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00425.x




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