Optimal Hedging Strategies for Multi-periodGuarantees in the Presence of Transaction Costs:A Stochastic Programming Approach
Author | : Stein-Erik Fleten |
Publisher | : |
Total Pages | : |
Release | : 2006 |
ISBN-10 | : OCLC:1129912220 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Optimal Hedging Strategies for Multi-periodGuarantees in the Presence of Transaction Costs:A Stochastic Programming Approach by : Stein-Erik Fleten
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