"Parallel investments in multiple call and put options for the tracking of ..."

Mogens Graf Plessen, Alberto Bemporad (2017)

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DOI: 10.23919/ACC.2017.7963098

access: closed

type: Conference or Workshop Paper

metadata version: 2017-07-07

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Mogens Graf Plessen, Alberto Bemporad:
Parallel investments in multiple call and put options for the tracking of desired profit profiles. ACC 2017: 1091-1096

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