Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
| Type of publication: | Article |
| Citation: | |
| Publication status: | Accepted |
| Journal: | Automatica |
| Volume: | 44 |
| Year: | 2008 |
| Pages: | 2063-2073 |
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| Authors | |
| Added by: | [] |
| Total mark: | 5 |
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