Title of article

Hedging exotic derivatives through stochastic optimization

Author/Authors

P. Hénaff، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1997

Pages

14

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