![](/img/cover-not-exists.png)
Optimal static-dynamic hedges for exotic options under convex risk measures
Aytaç İlhan, Mattias Jonsson, Ronnie SircarVolume:
119
Year:
2009
Language:
english
Pages:
25
DOI:
10.1016/j.spa.2009.06.009
File:
PDF, 4.24 MB
english, 2009