Improving Optimal Terminal Value Replicating Portfolios

Innovations in Quantitative Risk Management - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-09114-3_16 ◽

2015 ◽

pp. 289-301 ◽

Cited By ~ 2

Author(s):

Jan Natolski ◽

Ralf Werner

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