Optimal hedging in discrete time

被引：13

作者：

Remillard, Bruno ^{[1
,2
]}

Rubenthaler, Sylvain ^{[3
]}

机构：

[1] HEC Montreal, Serv Enseignement Methodes Quantitat Gest, Montreal, PQ H3T 2A7, Canada

[2] HEC Montreal, Gerad, Montreal, PQ H3T 2A7, Canada

[3] Univ Nice Sophia Antipolis, Lab JA Dieudonne, F-06108 Nice 2, France

来源：

QUANTITATIVE FINANCE | 2013年 / 13卷 / 06期

基金：

加拿大自然科学与工程研究理事会;

关键词：

D O I：

10.1080/14697688.2012.745012

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：819 / 825

页数：7

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