An optimal multi-step quadratic risk-adjusted hedging...

An optimal multi-step quadratic risk-adjusted hedging strategy

Huang, Shih-Feng, Guo, Meihui
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Volume:
42
Language:
english
Journal:
Journal of the Korean Statistical Society
DOI:
10.1016/j.jkss.2012.04.008
Date:
March, 2013
File:
PDF, 398 KB
english, 2013
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