Stop the war!
Остановите войну!
for scientists:
default search action
"Approximation of CVaR minimization for hedging under ..."
Madalina Deaconu, Antoine Lejay, Khaled Salhi (2017)
- Madalina Deaconu, Antoine Lejay, Khaled Salhi:
Approximation of CVaR minimization for hedging under exponential-Lévy models. J. Comput. Appl. Math. 326: 171-182 (2017)
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.