Hedging with small uncertainty aversion

Hedging with small uncertainty aversion

Herrmann, Sebastian, Muhle-Karbe, Johannes, Seifried, Frank Thomas
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Volume:
21
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-016-0309-z
Date:
January, 2017
File:
PDF, 1.45 MB
english, 2017
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