Exponential Hedging and Entropic Penalties

Mathematical Finance 2002 Vol. 12; Iss. 2

Exponential Hedging and Entropic Penalties

Freddy Delbaen, Peter Grandits, Thorsten Rheinländer, Dominick Samperi, Martin Schweizer, Christophe Stricker
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Volume:
12
Year:
2002
Language:
english
Pages:
25
DOI:
10.1111/1467-9965.02001
File:
PDF, 228 KB
english, 2002
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