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"Discrete-time, minimum-variance hedging of European contingent claims."

Sanjay P. Bhat et al. (2009)

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DOI: 10.1109/CDC.2009.5399522

access: closed

type: Conference or Workshop Paper

metadata version: 2023-05-25

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  - conf/cdc/BhatCBPK09
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Sanjay P. Bhat, VijaySekhar Chellaboina, Anil Bhatia, Sandeep Prasad, Uday Kumar M:
Discrete-time, minimum-variance hedging of European contingent claims. CDC 2009: 5544-5549

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