Optimal Derivative Strategies with Discrete Rebalancing
Year of publication: |
2008
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Authors: | Branger, Nicole ; Breuer, Beate ; Schlag, Christian |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 16.2008, 2, p. 67-84
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