Optimal positioning in derivative securities
From MaRDI portal
Publication:4646462
DOI10.1080/713665549zbMath1405.91599MaRDI QIDQ4646462
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/713665549
91G20: Derivative securities (option pricing, hedging, etc.)
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