Exponential Hedging and Entropic Penalties
| Year of publication: |
2002
|
|---|---|
| Authors: | Delbaen, Freddy ; Grandits, Peter ; Rheinländer, Thorsten ; Samperi, Dominick ; Schweizer, Martin ; Stricker, Christophe |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 12.2002, 2, p. 99-123
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005193375