مرکز منطقه ای اطلاع رساني علوم و فناوري - Hedging exotic derivatives through stochastic optimization

Title of article :

Hedging exotic derivatives through stochastic optimization

Author/Authors :

P. Hénaff، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

1453

To page :

1466

Keywords :

Optimal portfolio choice , Incomplete markets , Hedging

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

1997

Journal title :

Journal of Economic Dynamics and Control

Record number :

237562

Link To Document :