"A novel portfolio optimization method and its application to the hedging ..."

Nikolaos Halidias (2024)

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DOI: 10.1515/MCMA-2024-2009

access: open

type: Journal Article

metadata version: 2024-12-09

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  - https://dblp.org/rec/journals/mcma/Halidias24a
Nikolaos Halidias:
A novel portfolio optimization method and its application to the hedging problem. Monte Carlo Methods Appl. 30(3): 249-267 (2024)

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