Modeling and evaluation of the option book hedging problem using stochastic programming

DOI10.1080/14697688.2015.1114358zbMath1468.91160OpenAlexW2262011384WikidataQ57710139 ScholiaQ57710139MaRDI QIDQ5001128

Could not fetch data.

Publication date: 16 July 2021

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1114358

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.