Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming
| Year of publication: |
2010
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|---|---|
| Authors: | Papageorgiou, Effie ; Kokolakis, George |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 201.2010, 3 (16.3.), p. 770-786
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