CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM
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Publication:2788694
DOI10.1111/mafi.12049zbMath1331.91199OpenAlexW1569607746MaRDI QIDQ2788694
Noufel Frikha, Olivier Bardou, Gilles Pagès
Publication date: 22 February 2016
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12049
Statistical methods; risk measures (91G70) Stochastic approximation (62L20) Portfolio theory (91G10)
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