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Semistatic and sparse variance‐optimal hedging - MaRDI portal

Semistatic and sparse variance‐optimal hedging (Q5109972)

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scientific article; zbMATH DE number 7200940
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English
Semistatic and sparse variance‐optimal hedging
scientific article; zbMATH DE number 7200940

    Statements

    title
    Semistatic and sparse variance‐optimal hedging (English)
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    author
    Paolo Di Tella
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    Martin Haubold
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    Martin Keller-Ressel
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    publication date
    14 May 2020
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    Identifiers

    zbMATH DE Number
    7200940
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    OpenAlex ID
    W2983693951
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    DOI
    10.1111/MAFI.12235
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