"Discrete-Time Quadratic-Optimal Hedging Strategies for European Contingent ..."

Easwar Subramanian, Sanjay P. Bhat (2015)

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DOI: 10.1109/SSCI.2015.249

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-17

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Easwar Subramanian, Sanjay P. Bhat:
Discrete-Time Quadratic-Optimal Hedging Strategies for European Contingent Claims. SSCI 2015: 1786-1793

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