Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
Year of publication: |
2008
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Authors: | Fleten, Stein-Erik ; Lindset, Snorre |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 3, p. 1680-1689
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Publisher: |
Elsevier |
Saved in:
Online Resource
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