Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming
Mustafa Ç. Pınar, Aslıhan Salih, Ahmet CamcıVolume:
201
Year:
2010
Language:
english
Pages:
16
DOI:
10.1016/j.ejor.2009.02.031
File:
PDF, 320 KB
english, 2010