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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Romagnoli, Silvia"
~subject:"Derivative"
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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