Dynamic programming and mean-variance hedging
| Year of publication: |
1999
|
|---|---|
| Authors: | Laurent, Jean Paul ; Pham, Huyên |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 3.1999, 1, p. 83-110
|