Optimal hedging via large deviation
Year of publication: |
2013
|
---|---|
Authors: | Stutzer, Michael |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 15, p. 3177-3182
|
Publisher: |
Elsevier |
Subject: | Econophysics | Large deviations | Derivative securities |
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