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 : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 93.1996, 1, p. 185-204
|