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 |
Keywords: | |
Authors | |
Added by: | [] |
Total mark: | 5 |
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