Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events
| Year of publication: |
2001
|
|---|---|
| Authors: | Castellano, Rosella ; Giacometti, Rosella |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 17.2001, 2, p. 239-252
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