"Robustness of quadratic hedging strategies in finance via Fourier transforms."

Catherine Daveloose, Asma Khedher, Michèle Vanmaele (2016)

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DOI: 10.1016/J.CAM.2015.09.005

access: open

type: Journal Article

metadata version: 2021-02-16

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Catherine Daveloose, Asma Khedher, Michèle Vanmaele:
Robustness of quadratic hedging strategies in finance via Fourier transforms. J. Comput. Appl. Math. 296: 56-88 (2016)

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