HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING
| Year of publication: |
2007
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|---|---|
| Authors: | Soner, H.Mete ; Touzi, Nizar |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 17.2007, 1, p. 59-80
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