Shortfall risk minimising strategies in the binomial model: characterisation and convergence
| Year of publication: |
2006
|
|---|---|
| Authors: | Favero, Gino ; Vargiolu, Tiziano |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 64.2006, 2, p. 237-254
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