Optimal hedging via large deviation
- 期刊名称Physica A: Statistical Mechanics and its Applications
- 作者Stutzer, Michael
- 卷第392卷
- 期第15期
- 印刷ISSN0378-4371
- 文件大小243.32KB
- 发表时间2013-8
- DOI10.1016/j.physa.2013.03.022
- 页码3177-3182
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