Hedging exotic derivatives through stochastic optimization
| Year of publication: |
1998
|
|---|---|
| Authors: | Hénaff, P. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 22.1998, 8-9, p. 1453-1466
|