"Nonconvex optimization for pricing and hedging in imperfect markets."

Alejandro Balbás, Silvia Mayoral (2006)

Details and statistics

DOI: 10.1016/J.CAMWA.2006.08.009

access: open

type: Journal Article

metadata version: 2021-02-11

a service of  Schloss Dagstuhl - Leibniz Center for Informatics