Risk-minimization hedging under nonoptimal exercising
| Year of publication: |
2011
|
|---|---|
| Authors: | Levchenkov, Dmitriy ; Coleman, Thomas F ; Li, Yuying |
| Published in: |
Journal of risk. - London : Incisive Media Plc, ISSN 1465-1211, ZDB-ID 14762602. - Vol. 13.2011, 4, p. 63-95
|