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~person:"Bonatto, Luciane Sbaraini"
~subject:"Malliavin calculus"
~subject:"Portfolio optimization"
~subject:"Stochastischer Prozess"
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Search: isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
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Bonatto, Luciane Sbaraini
Gankhuu, Battulga
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A stochastic oil price model for optimal hedging and risk management
Pennanen, Teemu
;
Bonatto, Luciane Sbaraini
- In:
International journal of theoretical and applied …
25
(
2022
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013189999
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