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Exponential Hedging and Entropic Penalties
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; … - In: Mathematical Finance 12 (2002) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10005193375
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ARTICLES - Exponential Hedging and Entropic Penalties
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; … - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-124
Persistent link: https://www.econbiz.de/10008216393