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"Shortfall risk minimising strategies in the binomial model: ..."

Gino Favero, Tiziano Vargiolu (2006)

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DOI: 10.1007/S00186-006-0083-3

access: closed

type: Journal Article

metadata version: 2020-03-03

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Gino Favero, Tiziano Vargiolu:
Shortfall risk minimising strategies in the binomial model: characterisation and convergence. Math. Methods Oper. Res. 64(2): 237-253 (2006)

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