Hedging exotic derivatives through stochastic optimization
| Year of publication: |
1998
|
|---|---|
| Authors: | Henaff, P. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 22.1998, 8-9, p. 1453-1466
|
| Publisher: |
Elsevier |