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~isPartOf:"Swiss Finance Institute Research Paper Series"
~isPartOf:"The journal of computational finance"
~subject:"Derivat"
~subject:"Dykstra's algorithm"
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Swiss Finance Institute Research Paper Series
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Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
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A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
The journal of computational finance
19
(
2016
)
4
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pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
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