"Optimal hedging for multivariate derivatives based on additive models."

Yuji Yamada (2011)

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DOI: 10.1109/ACC.2011.5990828

access: closed

type: Conference or Workshop Paper

metadata version: 2021-08-08

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Yuji Yamada:
Optimal hedging for multivariate derivatives based on additive models. ACC 2011: 3856-3861

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