Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
| Type of publication: | Article |
| Citation: | |
| Publication status: | Accepted |
| Journal: | European J of Operational Research |
| Volume: | 201 |
| Year: | 2010 |
| Pages: | 770-785 |
| Keywords: | |
| Authors | |
| Added by: | [] |
| Total mark: | 5 |
|
Attachments
|
|
|
Notes
|
|
|
|
|
|
Topics
|
|
|
|
|