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"Robust One-Period Option Hedging."

Frank Lutgens, Jos F. Sturm, Antoon W. J. Kolen (2006)

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DOI: 10.1287/OPRE.1060.0352

access: closed

type: Journal Article

metadata version: 2020-03-31

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Frank Lutgens, Jos F. Sturm, Antoon W. J. Kolen:
Robust One-Period Option Hedging. Oper. Res. 54(6): 1051-1062 (2006)

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