"Explicit formulas for optimal hedging stratergies for European contingent ..."

VijaySekhar Chellaboina, Anil Bhatia, Sanjay P. Bhat (2013)

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DOI: 10.1109/CIFER.2013.6611707

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-02

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VijaySekhar Chellaboina, Anil Bhatia, Sanjay P. Bhat:
Explicit formulas for optimal hedging stratergies for European contingent claims. CIFEr 2013: 122-127

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