A robust hedging algorithm
| Year of publication: |
1997
|
|---|---|
| Authors: | Howe, M. A. ; Rustem, B. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 21.1997, 6, p. 1065-1092
|
| Publisher: |
Elsevier |