"Robust exponential hedging in a Brownian setting."

Keita Owari (2009)

> Home

Details and statistics

DOI: 10.14495/JSIAML.1.64

access: open

type: Journal Article

metadata version: 2021-02-17

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jsiaml/Owari09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jsiaml/Owari09
Keita Owari:
Robust exponential hedging in a Brownian setting. JSIAM Lett. 1: 64-67 (2009)

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.