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Optimal hedging via large deviation:
Stutzer, Michael
Physica A: Statistical Mechanics and its Applications. 392 (2013) 15 - p. 3177-3182 , 2013
Link:
https://doi.org/10.1016/j.physa.2013.03.022
RT Journal T1 <Title>Optimal hedging via large deviation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2013.03.022&Exemplar=1&LAN=DE A1 Stutzer, Michael PB Elsevier BV YR 2013 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 392 IS 15 SP 3177 OP 3182 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2013.03.022 DO https://doi.org/10.1016/j.physa.2013.03.022 SF ELIB - SuUB Bremen
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