"Robust One-Period Option Hedging."

Frank Lutgens, Jos F. Sturm, Antoon W. J. Kolen (2006)

> Home

Details and statistics

DOI: 10.1287/OPRE.1060.0352

access: closed

type: Journal Article

metadata version: 2020-03-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ior/LutgensSK06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ior/LutgensSK06
Frank Lutgens, Jos F. Sturm, Antoon W. J. Kolen:
Robust One-Period Option Hedging. Oper. Res. 54(6): 1051-1062 (2006)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.