Tractable hedging: An implementation of robust hedging strategies
| Year of publication: |
2006
|
|---|---|
| Authors: | Branger, Nicole ; Mahayni, Antje |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 11, p. 1937-1962
|
| Publisher: |
Elsevier |