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Option hedging theory under transaction costs
Lai, Tze Leung; Lim, Tiong Wee - In: Journal of economic dynamics & control 33 (2009) 12, pp. 1945-1961
Persistent link: https://www.econbiz.de/10003908249
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Optimal learning and experimentation in bandit problems
Brezzi, Monica; Lai, Tze Leung - In: Journal of economic dynamics & control 27 (2002) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10001703370
Cover Image
Option hedging theory under transaction costs
Lai, Tze Leung; Lim, Tiong Wee - In: Journal of economic dynamics & control 33 (2009) 12, pp. 1945-1961
Persistent link: https://www.econbiz.de/10008317158
Cover Image
Optimal learning and experimentation in bandit problems
Brezzi, Monica; Lai, Tze Leung - In: Journal of economic dynamics & control 27 (2003) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10006764616
Cover Image
Option hedging theory under transaction costs
Lai, Tze Leung; Lim, Tiong Wee - In: Journal of economic dynamics & control 33 (2009) 12, pp. 1945-1962
Persistent link: https://www.econbiz.de/10008895075