"Optimal strategies with option compensation under mean reverting returns ..."

Stefano Herzel, Marco Nicolosi (2019)

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DOI: 10.1007/S10287-017-0296-3

access: closed

type: Journal Article

metadata version: 2022-10-02

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Stefano Herzel, Marco Nicolosi:
Optimal strategies with option compensation under mean reverting returns or volatilities. Comput. Manag. Sci. 16(1-2): 47-69 (2019)

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