Robust One-Period Option Hedging
- 期刊名称Operations Research
- 作者Frank Lutgens, Jos Sturm and Antoon Kolen
- 卷第54卷
- 期第6期
- 印刷ISSN0030-364X
- 电子ISSN1526-5463
- 文件大小1590.66KB
- 发表时间2006-1112
- DOI10.2307/25147037
- 页码1051-1062
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