Optimal hedging in discrete time
From MaRDI portal
Publication:5397419
DOI10.1080/14697688.2012.745012zbMath1281.91145arXiv1211.5035MaRDI QIDQ5397419
Bruno Rémillard, Sylvain Rubenthaler
Publication date: 20 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.5035
91G10: Portfolio theory
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