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"Explicit solutions of discrete-time quadratic optimal hedging strategies ..."

Easwar Subramanian, VijaySekhar Chellaboina (2014)

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DOI: 10.1109/CIFER.2014.6924108

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Easwar Subramanian, VijaySekhar Chellaboina:
Explicit solutions of discrete-time quadratic optimal hedging strategies for European contingent claims. CIFEr 2014: 449-456

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