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[IEEE 2010 American Control Conference (ACC 2010) - Baltimore, MD (2010.6.30-2010.7.2)] Proceedings of the 2010 American Control Conference - LQR and receding horizon approaches to multi-dimensional option hedging under transaction costs
Primbs, James AYear:
2010
Language:
english
DOI:
10.1109/acc.2010.5531435
File:
PDF, 783 KB
english, 2010