• Title of article

    Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach

  • Author/Authors

    Stein-Erik Fleten، نويسنده , , Snorre Lindset، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    10
  • From page
    1680
  • To page
    1689
  • Keywords
    Transaction costs , Multi-period guarantee , Optimal hedging strategies , stochastic programming
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2008
  • Journal title
    European Journal of Operational Research
  • Record number

    217406

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=217406