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"Characterization of the Value Process in Robust Efficient Hedging."

Daniel Hernández-Hernández, Erick Treviño-Aguilar (2014)

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DOI: 10.1007/S10957-012-0168-5

access: closed

type: Journal Article

metadata version: 2020-04-07

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  - https://dblp.org/rec/journals/jota/Hernandez-HernandezT14
Daniel Hernández-Hernández, Erick Treviño-Aguilar:
Characterization of the Value Process in Robust Efficient Hedging. J. Optim. Theory Appl. 161(1): 56-75 (2014)

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