HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING
Year of publication: |
2007
|
---|---|
Authors: | Soner, H. Mete ; Touzi, Nizar |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 17.2007, 1, p. 59-79
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Publisher: |
Wiley Blackwell |
Saved in:
freely available
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