Hedging Large Portfolios of Options in Discrete Time
| Year of publication: |
2008
|
|---|---|
| Authors: | Peeters, B. ; Dert, C.L. ; Lucas, A. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 15.2008, 3, p. 251-276
|