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"Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk ..."

Jun-ya Gotoh, Yoshitsugu Yamamoto, Weifeng Yao (2011)

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DOI: 10.1007/S10957-011-9899-Y

access: closed

type: Journal Article

metadata version: 2020-04-07

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Jun-ya Gotoh, Yoshitsugu Yamamoto, Weifeng Yao:
Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures. J. Optim. Theory Appl. 151(3): 613-632 (2011)

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