Multi-period minimax hedging strategies
| Year of publication: |
1996
|
|---|---|
| Authors: | Howe, M. A. ; Rustem, B. ; Selby, M. J. P. |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 93.1996, 1, p. 185-204
|
| Publisher: |
Elsevier |